Dynamics of solvency risk in life insurance liabilities (Q4575375)

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

    Statements

    title
    Dynamics of solvency risk in life insurance liabilities (English)
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    publication date
    13 July 2018
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    zbMATH Keywords
    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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    cites work
    Q4356582
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    Q4357499
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    Q3671564
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    Q4002114
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    Q3684932
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    Q4962323
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    Q3438080
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    Q4029028
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    Q4344073
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    Q4357501
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    Q3900553
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60H10
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    60H07
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    zbMATH DE Number
    6903564
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    OpenAlex ID
    W2006847801
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