Backtesting an equity risk model under Solvency II
- Durán Santomil, P.
- Otero González, L.
- Martorell Cunill, O.
- Merigó Lindahl, J.M.
Journal:
Journal of Business Research
ISSN: 0148-2963
Year of publication: 2018
Volume: 89
Pages: 216-222
Type: Article