A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (Q949434)

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A two-dimensional duration concept. The impact of biometrical assumption on passive reserves.
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    A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (English)
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    21 October 2008
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    Solvency II
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    solvency capital requirement (SCR)
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    biometrical assumptions
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    approximation
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