A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (Q949434)
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scientific article; zbMATH DE number 5354736
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| English | A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. |
scientific article; zbMATH DE number 5354736 |
Statements
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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0.7766724824905396
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0.7755400538444519
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0.7533275485038757
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0.7428967952728271
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0.7399935722351074
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