Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin
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Publication:1936558
DOI10.1007/s13385-011-0042-0zbMath1256.91061OpenAlexW2009344382MaRDI QIDQ1936558
Publication date: 6 February 2013
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-011-0042-0
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SOLVENCY MEASUREMENT OF LIFE ANNUITY PRODUCTS, Iterated VaR or CTE measures: A false good idea?, Long-term insurance products and volatility under the Solvency II framework, Valuing the profit share in participating pure-endowment policies with return of premiums, Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances, FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II
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