Interest rate model comparisons for participating products under Solvency II (Q4585944): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The Market Model of Interest Rate Dynamics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Interest rate models -- theory and practice / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A general asset-liability management model for the efficient simulation of portfolios of life insurance policies / rank | |||
Normal rank |
Latest revision as of 14:49, 16 July 2024
scientific article; zbMATH DE number 6934752
Language | Label | Description | Also known as |
---|---|---|---|
English | Interest rate model comparisons for participating products under Solvency II |
scientific article; zbMATH DE number 6934752 |
Statements
Interest rate model comparisons for participating products under Solvency II (English)
0 references
11 September 2018
0 references
interest rate models
0 references
CIR++
0 references
G2++
0 references
Libor market model
0 references
market value of liabilities
0 references
life insurance
0 references
0 references
0 references