Alexey Botvinnik

Conning Asset Management

Norbertstr. 29

D-50670 Cologne

Germany

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Scholarly Papers (1)

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Testing Interest Rate Models for Solvency II Applications

Insurance Risk, 2016, February Issue
Posted: 22 Sep 2016
Vladimir Ostrovski and Alexey Botvinnik
Talanx Asset Management and Conning Asset Management

Abstract:

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Solvency II, interest rates, validation, back-testing, insurance risk