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 / 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Solvency II square-root formula for systematic biometric risk |
scientific article |
Statements
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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