Stress scenario generation for solvency and risk management (Q4575363)
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scientific article; zbMATH DE number 6903552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stress scenario generation for solvency and risk management |
scientific article; zbMATH DE number 6903552 |
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Stress scenario generation for solvency and risk management (English)
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13 July 2018
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life insurance
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worst-case scenario
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deterministic control
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Solvency II
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multistate Markov chain
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