PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS (Q4563811)

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scientific article; zbMATH DE number 6880369
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PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS
scientific article; zbMATH DE number 6880369

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    PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS (English)
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    4 June 2018
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    IFRS 17
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    IFRS confidence level of Solvency II risk margins
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    cost of capital approach
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    probability of sufficiency
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    approximations
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