On the Calculation of the Solvency Capital Requirement Based on Nested Simulations
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Publication:2866022
DOI10.2143/AST.42.2.2182805zbMath1277.91074OpenAlexW1568363866MaRDI QIDQ2866022
Andreas Reuß, Daniela Singer, Daniel J. Bauer
Publication date: 12 December 2013
Full work available at URL: https://www.actuaries.asn.au/Library/Events/ASTINAFIRERMColloquium/2015/BauerEtAlSolvencyCapitalPaper.pdf
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