Dynamics of solvency risk in life insurance liabilities (Q4575375): Difference between revisions

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Latest revision as of 03:56, 16 July 2024

scientific article; zbMATH DE number 6903564
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English
Dynamics of solvency risk in life insurance liabilities
scientific article; zbMATH DE number 6903564

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    Dynamics of solvency risk in life insurance liabilities (English)
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    13 July 2018
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    solvency level
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    life insurance risk management
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    backward stochastic differential equation
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    Malliavin calculus
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