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Long-term insurance products and volatility under the Solvency II framework - MaRDI portal

Long-term insurance products and volatility under the Solvency II framework (Q906579)

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scientific article; zbMATH DE number 6534475
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English
Long-term insurance products and volatility under the Solvency II framework
scientific article; zbMATH DE number 6534475

    Statements

    Long-term insurance products and volatility under the Solvency II framework (English)
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    22 January 2016
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    Solvency II
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    long-term insurance products
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    illiquidity
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    volatility
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    credit spread process
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    matching adjustment
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    Identifiers