Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
type: Item
instance of: scholarly article
title: Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
zbMATH Open document ID: 1256.91033
author: Frédéric Planchet
author: Quentin Guibert
author: Marc Juillard
published in: European Actuarial Journal
publication date: 2013-02-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6134555
zbMATH Keywords: ORSA
zbMATH Keywords: risk appetite
zbMATH Keywords: solvency capital requirement projection
zbMATH Keywords: non-life insurance
zbMATH Keywords: semi-analytical formula
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: s13385-012-0051-7
OpenAlex ID: W2152043816
cites work: A Test of Goodness of Fit
cites work: The log-normal approximation in financial and other computations
cites work: Q3996387
cites work: On the Distribution Function and Moments of Power Sums With Log-Normal Components
DOI: 10.1007/S13385-012-0051-7
description: scientific article; zbMATH DE number 6134555