The Solvency II square-root formula for systematic biometric risk (Q2427832): Difference between revisions
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Revision as of 12:23, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Solvency II square-root formula for systematic biometric risk |
scientific article |
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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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