Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances

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Publication:727663

DOI10.1515/demo-2016-0018zbMath1414.91179OpenAlexW2563499983MaRDI QIDQ727663

Pierre Devolder, Adrien Lebègue

Publication date: 20 December 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0018



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