Dynamics of solvency risk in life insurance liabilities (Q4575375)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamics of solvency risk in life insurance liabilities |
scientific article; zbMATH DE number 6903564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamics of solvency risk in life insurance liabilities |
scientific article; zbMATH DE number 6903564 |
Statements
Dynamics of solvency risk in life insurance liabilities (English)
0 references
13 July 2018
0 references
solvency level
0 references
life insurance risk management
0 references
backward stochastic differential equation
0 references
Malliavin calculus
0 references
0 references
0 references
0.7616575956344604
0 references
0.7541093230247498
0 references
0.7495179772377014
0 references
0.741882860660553
0 references
0.740326464176178
0 references
