The Rating Scale Paradox: An Application to the Solvency 2 Framework
This work aims to identify the optimal rating scale for the rating system used by a credit insurance company subjected to the Solvency 2 regulatory framework. To do so, we apply and further develop a previously published result concerning the rating scale properties. The partition underlying a given...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-10-01
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| Series: | Standards |
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| Online Access: | https://www.mdpi.com/2305-6703/3/4/25 |