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Parameter uncertainty and reserve risk under Solvency II - MaRDI portal

Parameter uncertainty and reserve risk under Solvency II (Q1667421)

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English
Parameter uncertainty and reserve risk under Solvency II
scientific article

    Statements

    title
    Parameter uncertainty and reserve risk under Solvency II (English)
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    author
    Andreas Fröhlich
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    Annegret Weng
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    publication date
    28 August 2018
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    zbMATH Keywords
    Solvency II
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    parameter uncertainty
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    reserve risk
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    solvency capital
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    internal model
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    62F40
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    zbMATH DE Number
    6928208
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    OpenAlex ID
    W2586768384
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    arXiv ID
    1612.03066
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