Long-term insurance products and volatility under the Solvency II framework (Q906579): Difference between revisions
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| Property / cites work: Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' / rank | |||
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| Property / cites work: An academic view on the illiquidity premium and market-consistent valuation in insurance / rank | |||
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| Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
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| Property / cites work: Market-consistent actuarial valuation / rank | |||
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Latest revision as of 08:24, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term insurance products and volatility under the Solvency II framework |
scientific article |
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Long-term insurance products and volatility under the Solvency II framework (English)
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22 January 2016
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Solvency II
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long-term insurance products
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illiquidity
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volatility
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credit spread process
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matching adjustment
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