Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
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Publication:621759
DOI10.1007/s11857-010-0125-zzbMath1232.91341OpenAlexW2024822660MaRDI QIDQ621759
Publication date: 28 January 2011
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-010-0125-z
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Uses Software
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