On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035)
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scientific article; zbMATH DE number 7043766
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| English | On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins |
scientific article; zbMATH DE number 7043766 |
Statements
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (English)
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28 March 2019
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stochastic reserving
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IFRS 17 risk adjustment
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Solvency II risk margin
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bootstrap
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cost-of-capital
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coherent risk measure
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0.7787958383560181
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0.7564807534217834
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0.7524911761283875
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0.7438639402389526
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0.7415565848350525
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