Solvency
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Publication:5714314
DOI10.1201/9781420034882zbMath1124.91041OpenAlexW4235102607MaRDI QIDQ5714314
Publication date: 30 December 2005
Full work available at URL: https://doi.org/10.1201/9781420034882
Related Items (16)
On the independence between risk profiles in the compound collective risk actuarial model ⋮ Portfolio Optimization under Solvency Constraints: A Dynamical Approach ⋮ Equitable solvent controls in a multi-period game model of risk ⋮ Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets ⋮ Minimum standards for investment performance: a new perspective on non-life insurer solvency ⋮ Prediction error in the chain ladder method ⋮ Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk ⋮ Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? ⋮ Valuation portfolio in non-life insurance ⋮ Topical modelling issues in Solvency II ⋮ Solvency II: stability problems with the SCR aggregation formula ⋮ FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II ⋮ Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method ⋮ Implementing loss distribution approach for operational risk ⋮ Stochastic Mortality: The Impact on Target Capital ⋮ Solvency requirement for long term guarantee: risk measure versus probability of ruin
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