Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759)
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scientific article; zbMATH DE number 5842746
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| English | Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk |
scientific article; zbMATH DE number 5842746 |
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Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (English)
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28 January 2011
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0.830536961555481
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0.8014966249465942
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0.7965519428253174
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0.7876341342926025
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