Interest rate model comparisons for participating products under Solvency II (Q4585944)
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: Interest rate model comparisons for participating products under Solvency II |
scientific article; zbMATH DE number 6934752
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Interest rate model comparisons for participating products under Solvency II |
scientific article; zbMATH DE number 6934752 |
Statements
Interest rate model comparisons for participating products under Solvency II (English)
0 references
11 September 2018
0 references
interest rate models
0 references
CIR++
0 references
G2++
0 references
Libor market model
0 references
market value of liabilities
0 references
life insurance
0 references
0 references
0 references
0.7283132076263428
0 references
0.7197709083557129
0 references
0.7144380807876587
0 references
0.7086468935012817
0 references
0.7071713209152222
0 references
