Log-likelyhood

Log-normal model for solvency 2 USP

Introduction The log-normal model Generating dummy dataset. Checking model hypohtesis. Log-normality of \(y_t\) Linearity between \(y_t\) and \(x_t\) Results from the model References Introduction Under Solvency 2 framework, insurance compagnies can calculate undertaking specific parameters to modify their application of the standard formula, as dictates Commission-Européenne (2014) .