A Solution for Solvency II Quantitative Requirements Modeling with Long-Tail Liabilities

DOI10.1080/10920277.2014.997934zbMath1414.91221OpenAlexW2159025409MaRDI QIDQ5379140

Serge Sandler, Ben Zehnwirth, David Odell, David Munroe

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2014.997934

zbMATH Keywords

Solvency IIlong-tail liabilities

Mathematics Subject Classification ID

Cites Work

• Cost-of-Capital Margin for a General Insurance Liability Runoff

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