Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach |
scientific article |
Statements
Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (English)
0 references
14 December 2016
0 references
net asset value
0 references
solvency capital requirement
0 references
Solvency 2
0 references
least-squares Monte Carlo
0 references
order statistics
0 references
participating contract
0 references
0 references
0 references