Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11857-010-0125-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2024822660 / rank | |||
Normal rank | |||
Revision as of 23:11, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk |
scientific article |
Statements
Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (English)
0 references
28 January 2011
0 references
