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Multiperiod insurance supervision: top-down models - MaRDI portal

Multiperiod insurance supervision: top-down models (Q635984)

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scientific article; zbMATH DE number 5942449
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English
Multiperiod insurance supervision: top-down models
scientific article; zbMATH DE number 5942449

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    Multiperiod insurance supervision: top-down models (English)
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    25 August 2011
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    cost of capital
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    own funds
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    optimal replicating portfolio
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    regulated market
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    risk margin
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    solvency capital requirement
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    time consistency
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