A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula |
scientific article |
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A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (English)
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20 January 2021
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ALM model
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solvency capital requirement
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standard formula
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cash-flow matching
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liquidity gap
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surrender risk
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book value
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profit sharing
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