Pages that link to "Item:Q2858943"
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The following pages link to Solvency capital requirements for longevity risk under different stochastic mortality models (Q2858943):
Displaying 6 items.
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Multi-year analysis of solvency capital in life insurance (Q2066780) (← links)
- An option pricing approach for measuring solvency capital requirements in insurance industry (Q2153217) (← links)
- The role of variance in capped-rate stochastic growth models with external mortality (Q2209071) (← links)
- Stochastic Mortality: The Impact on Target Capital (Q3653510) (← links)
- A Solution for Solvency II Quantitative Requirements Modeling with Long-Tail Liabilities (Q5379140) (← links)