Multiperiod insurance supervision: top-down models (Q635984)
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scientific article; zbMATH DE number 5942449
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiperiod insurance supervision: top-down models |
scientific article; zbMATH DE number 5942449 |
Statements
Multiperiod insurance supervision: top-down models (English)
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25 August 2011
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cost of capital
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own funds
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optimal replicating portfolio
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regulated market
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risk margin
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solvency capital requirement
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time consistency
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0.8349786400794983
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0.7500837445259094
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0.7497183084487915
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0.7474568486213684
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0.7472902536392212
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