PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS
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Publication:4563811
DOI10.1017/asb.2017.12zbMath1390.62217OpenAlexW3122212542MaRDI QIDQ4563811
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2017.12
approximationsIFRS 17cost of capital approachIFRS confidence level of Solvency II risk marginsprobability of sufficiency
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