Interest rate model comparisons for participating products under Solvency II (Q4585944)
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scientific article; zbMATH DE number 6934752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate model comparisons for participating products under Solvency II |
scientific article; zbMATH DE number 6934752 |
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Interest rate model comparisons for participating products under Solvency II (English)
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11 September 2018
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interest rate models
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CIR++
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G2++
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Libor market model
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market value of liabilities
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life insurance
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