The Solvency II square-root formula for systematic biometric risk (Q2427832): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Robust forecasting of mortality and fertility rates: a functional data approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3060311 / rank | |||
Normal rank | |||
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
