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The standard formula of Solvency II: a critical discussion

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Publication:825282
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DOI10.1007/s13385-020-00252-zzbMath1484.91403OpenAlexW3049606874MaRDI QIDQ825282

Matthias Scherer, Gerhard Stahl

Publication date: 17 December 2021

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-020-00252-z


zbMATH Keywords

Solvency IIstandard formula


Mathematics Subject Classification ID

Actuarial mathematics (91G05)




Cites Work

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  • Practical representations of incomplete probabilistic knowledge
  • Axiomatic characterization of insurance prices
  • Convex measures of risk and trading constraints
  • VaR-implied tail-correlation matrices
  • Coherent Measures of Risk
  • Mathematical Risk Analysis
  • Quantitative Risk Assessment
  • Solvency II Is Not Risk-Based—Could It Be? Evidence from Non-Life Calibrations
  • Decision-Making Under Risk: A Normative and Behavioral Perspective
  • Introduction to Imprecise Probabilities


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