Ana Teresa Vicente

ISP - Instituto de Seguros de Portugal

Av. da Rep├║blica, nr.76, 1600-205

Lisboa

Portugal

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Scholarly Papers (1)

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Solvency II - An Important Case in Applied VAR

The VaR Modeling Handbook: Practical Applications in Alternative Investments, Banking, Insurance and Portfolio Management, G.N. Gregoriou, ed., Ch. 12, McGraw-Hill, ISBN: 9780071625159
Posted: 04 Jul 2008 Last Revised: 12 May 2009
Technical University of Lisbon (UTL) - School of Economics and Management, ISEG and Cemapre, Universidade de Lisboa and ISP - Instituto de Seguros de Portugal

Abstract:

Value-at-Risk, Financial risk regulation, insurance regulation, Solvency II