Good afternoon to you all,

I have recently been tasked with developing a number of SQL sps (insurance company) to be used with a new system. One of the sps needs to calculate a portfolio-based estimator of premium volatility. I have scoured the web for a decent guide to calculating this but am yet to find one.

Can anybody please reccommmend a good source of information or at a push post any examples of similar calcuations.

Any help would be very much appreciated.

Kind Regards

Gary