Pages that link to "Item:Q727663"
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The following pages link to Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663):
Displaying 13 items.
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Long-term insurance products and volatility under the Solvency II framework (Q906579) (← links)
- Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
- Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
- Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558) (← links)
- Measuring profitability of life insurance products under Solvency II (Q2066774) (← 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)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- Portfolio optimization under Solvency II (Q2288904) (← links)
- Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
- Solvency requirement for long term guarantee: risk measure versus probability of ruin (Q2323647) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)