Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093)
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scientific article; zbMATH DE number 6663339
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| English | Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach |
scientific article; zbMATH DE number 6663339 |
Statements
Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (English)
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14 December 2016
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net asset value
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solvency capital requirement
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Solvency 2
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least-squares Monte Carlo
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order statistics
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participating contract
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0.7818964719772339
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0.7450672388076782
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0.7241566777229309
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0.7208441495895386
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0.719752311706543
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