A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008)
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scientific article; zbMATH DE number 7121743
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| English | A market-consistent framework for the fair evaluation of insurance contracts under Solvency II |
scientific article; zbMATH DE number 7121743 |
Statements
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (English)
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23 October 2019
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Solvency II
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economic scenario generator
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minimum guaranteed option
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sensitivity analysis
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0.7975808382034302
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0.7946457266807556
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0.7851846218109131
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0.7832732796669006
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0.7778087854385376
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