The Solvency II square-root formula for systematic biometric risk (Q2427832): Difference between revisions
From MaRDI portal
Revision as of 01:42, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Solvency II square-root formula for systematic biometric risk |
scientific article |
Statements
The Solvency II square-root formula for systematic biometric risk (English)
0 references
18 April 2012
0 references
solvency capital requirement (SCR)
0 references
Markov jump process (MJP)
0 references
generalized life insurance
0 references
disability insurance
0 references
systematic risk
0 references
correlation
0 references
0 references