An option pricing approach for measuring solvency capital requirements in insurance industry (Q2153217)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An option pricing approach for measuring solvency capital requirements in insurance industry |
scientific article |
Statements
An option pricing approach for measuring solvency capital requirements in insurance industry (English)
0 references
1 July 2022
0 references
solvency capital requirements
0 references
longevity risk
0 references
option pricing
0 references
0 references