Dynamics of solvency risk in life insurance liabilities (Q4575375): Difference between revisions
From MaRDI portal
Latest revision as of 03:56, 16 July 2024
scientific article; zbMATH DE number 6903564
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamics of solvency risk in life insurance liabilities |
scientific article; zbMATH DE number 6903564 |
Statements
Dynamics of solvency risk in life insurance liabilities (English)
0 references
13 July 2018
0 references
solvency level
0 references
life insurance risk management
0 references
backward stochastic differential equation
0 references
Malliavin calculus
0 references
0 references
0 references