Pages that link to "Item:Q2447420"
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The following pages link to Quantifying credit and market risk under Solvency II: standard approach versus internal model (Q2447420):
Displayed 5 items.
- Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets (Q2219623) (← links)
- A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
- Credit risk and solvency capital requirements (Q2323660) (← links)
- Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
- Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach (Q2700075) (← links)