The Solvency II square-root formula for systematic biometric risk (Q2427832)
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scientific article; zbMATH DE number 6025325
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| default for all languages | No label defined |
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| English | The Solvency II square-root formula for systematic biometric risk |
scientific article; zbMATH DE number 6025325 |
Statements
The Solvency II square-root formula for systematic biometric risk (English)
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18 April 2012
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solvency capital requirement (SCR)
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Markov jump process (MJP)
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generalized life insurance
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disability insurance
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systematic risk
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correlation
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0.819743275642395
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0.8083561062812805
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0.7755400538444519
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0.761326014995575
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0.7600268125534058
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