Biometric worst-case scenarios for multi-state life insurance policies
From MaRDI portal
Publication:661235
DOI10.1016/j.insmatheco.2010.05.002zbMath1231.91165MaRDI QIDQ661235
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.05.002
life insurance; Solvency II; calculating on the safe side; demographic risk; first-order basis; prospective reserve; second-order basis; variations in the technical basis; worst-case scenario
91D20: Mathematical geography and demography
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