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
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Human Mortality / rank | |||
Normal rank | |||
Revision as of 07:50, 29 February 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
