Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solvency II solvency capital requirement for life insurance companies based on expected shortfall |
scientific article |
Statements
Solvency II solvency capital requirement for life insurance companies based on expected shortfall (English)
0 references
12 January 2018
0 references
solvency II
0 references
solvency capital requirement
0 references
expected shortfall
0 references
value-at-risk
0 references