On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins |
scientific article |
Statements
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (English)
0 references
28 March 2019
0 references
stochastic reserving
0 references
IFRS 17 risk adjustment
0 references
Solvency II risk margin
0 references
bootstrap
0 references
cost-of-capital
0 references
coherent risk measure
0 references
0 references
0 references
