Long-term insurance products and volatility under the Solvency II framework (Q906579): Difference between revisions

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-.1007/s13385-014-0100-5
@@ Property / DOI: 10.1007/s13385-014-0100-5 / rank @@
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+Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin''
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+An academic view on the illiquidity premium and market-consistent valuation in insurance
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+Stochastic calculus for finance. II: Continuous-time models.
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+Market-consistent actuarial valuation
@@ Property / cites work: Market-consistent actuarial valuation / rank @@
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+.1007/S13385-014-0100-5
@@ Property / DOI: 10.1007/S13385-014-0100-5 / rank @@
+Normal rank