Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024)
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scientific article; zbMATH DE number 6825059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvency II solvency capital requirement for life insurance companies based on expected shortfall |
scientific article; zbMATH DE number 6825059 |
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Solvency II solvency capital requirement for life insurance companies based on expected shortfall (English)
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12 January 2018
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solvency II
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solvency capital requirement
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expected shortfall
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value-at-risk
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