A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7299073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula |
scientific article; zbMATH DE number 7299073 |
Statements
A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (English)
0 references
20 January 2021
0 references
ALM model
0 references
solvency capital requirement
0 references
standard formula
0 references
cash-flow matching
0 references
liquidity gap
0 references
surrender risk
0 references
book value
0 references
profit sharing
0 references
0 references
0 references
0 references
0 references
0 references
0.7750556468963623
0 references
0.7188270092010498
0 references
0.7038418650627136
0 references
0.7021042108535767
0 references
