Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024)

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Solvency II solvency capital requirement for life insurance companies based on expected shortfall
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    Solvency II solvency capital requirement for life insurance companies based on expected shortfall (English)
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    12 January 2018
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    solvency II
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    solvency capital requirement
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    expected shortfall
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    value-at-risk
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