A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (Q949434)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. |
scientific article |
Statements
A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (English)
0 references
21 October 2008
0 references
Solvency II
0 references
solvency capital requirement (SCR)
0 references
biometrical assumptions
0 references
approximation
0 references