Pages that link to "Item:Q1689024"
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The following pages link to Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024):
Displaying 14 items.
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Economic scenario generators: a risk management tool for insurance (Q2094843) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets (Q2219623) (← links)
- A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
- Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
- Solvency II reporting: how to interpret funds' aggregate solvency capital requirement figures (Q2404555) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
