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

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+MaRDI publication profile
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+https://doi.org/10.1007/s13385-014-0100-5
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+W2066456727
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@@ Property / cites work @@
+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 @@
+Normal rank