Dynamics of solvency risk in life insurance liabilities (Q4575375)
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scientific article; zbMATH DE number 6903564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of solvency risk in life insurance liabilities |
scientific article; zbMATH DE number 6903564 |
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Dynamics of solvency risk in life insurance liabilities (English)
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13 July 2018
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solvency level
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life insurance risk management
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backward stochastic differential equation
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Malliavin calculus
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