The Solvency II square-root formula for systematic biometric risk (Q2427832): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2011.11.008 / rank
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Property / author: Michel M. Denuit / rank
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Property / author: Michel M. Denuit / rank
 
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Property / cites work: A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension / rank
 
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Property / cites work: Robust forecasting of mortality and fertility rates: a functional data approach / rank
 
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Property / cites work: Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities / rank
 
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Property / cites work: Q3060311 / rank
 
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Property / DOI: 10.1016/J.INSMATHECO.2011.11.008 / rank
 
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Latest revision as of 13:57, 18 December 2024

scientific article
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The Solvency II square-root formula for systematic biometric risk
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    The Solvency II square-root formula for systematic biometric risk (English)
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    18 April 2012
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    solvency capital requirement (SCR)
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    Markov jump process (MJP)
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    generalized life insurance
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    disability insurance
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    systematic risk
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    correlation
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