Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances

DOI10.1515/demo-2016-0018zbMath1414.91179OpenAlexW2563499983MaRDI QIDQ727663

Pierre Devolder, Adrien Lebègue

Publication date: 20 December 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0018

zbMATH Keywords

ruin theoryrisk measureslongevitylife insuranceSolvency IIpension fundssolvency capital

Mathematics Subject Classification ID

Related Items (1)

Portfolio optimization under Solvency II

Cites Work

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