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The Solvency II square-root formula for systematic biometric risk - MaRDI portal

The Solvency II square-root formula for systematic biometric risk (Q2427832)

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The Solvency II square-root formula for systematic biometric risk
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    The Solvency II square-root formula for systematic biometric risk (English)
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    18 April 2012
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    solvency capital requirement (SCR)
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    Markov jump process (MJP)
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    generalized life insurance
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    disability insurance
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    systematic risk
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    correlation
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