Stress scenario generation for solvency and risk management (Q4575363)
From MaRDI portal
scientific article; zbMATH DE number 6903552
Language | Label | Description | Also known as |
---|---|---|---|
English | Stress scenario generation for solvency and risk management |
scientific article; zbMATH DE number 6903552 |
Statements
Stress scenario generation for solvency and risk management (English)
0 references
13 July 2018
0 references
life insurance
0 references
worst-case scenario
0 references
deterministic control
0 references
Solvency II
0 references
multistate Markov chain
0 references
0 references
0 references
0 references