SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
From MaRDI portal
Publication:5398354
DOI10.1017/asb.2013.16zbMath1290.91083MaRDI QIDQ5398354
Mogens Steffensen, Marcus C. Christiansen
Publication date: 27 February 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2013.16
90C39: Dynamic programming
91G50: Corporate finance (dividends, real options, etc.)
91G10: Portfolio theory
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Cites Work
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- Worst VaR scenarios: A remark
- Markov models and Thiele's integral equations for the prospective reserve
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- The Solvency II square-root formula for systematic biometric risk
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