On the calculation of the solvency capital requirement based on nested simulations
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Publication:2866022
DOI10.2143/AST.42.2.2182805zbMATH Open1277.91074OpenAlexW1568363866MaRDI QIDQ2866022FDOQ2866022
Authors: Andreas Reuss, Daniela Singer, Daniel Bauer 
Publication date: 12 December 2013
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://www.actuaries.asn.au/Library/Events/ASTINAFIRERMColloquium/2015/BauerEtAlSolvencyCapitalPaper.pdf
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