Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s13385-017-0160-4 / rank
 
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Latest revision as of 22:28, 14 July 2024

scientific article
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Solvency II solvency capital requirement for life insurance companies based on expected shortfall
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    Solvency II solvency capital requirement for life insurance companies based on expected shortfall (English)
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    12 January 2018
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    solvency II
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    solvency capital requirement
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    expected shortfall
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    value-at-risk
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