QIS3

AcronymDefinition
QIS3Quantitative Impact Study 3
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We first calibrate our model to the average portfolio of an European Economic Area nonlife insurer taken from the Quantitative Impact Study 3 (QIS3) Benchmarking Study of Chief Risk Officer Forum (2007).
(17) These figures are derived from the proportion splits of QIS3 capital charges as shown on pages 39, 41, 43 in the document of the Chief Risk Officer Forum (2007).
Optimal investment and premium policies under risk shifting and solvency regulation
This was confirmed by the results of the "QIS3" impact study carried out earlier this year.
FINANCIAL SERVICES: EU STAYS ON TARGET DESPITE LATEST DELAYS TO BASEL II
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