Long-term insurance products and volatility under the Solvency II framework
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Publication:906579
DOI10.1007/s13385-014-0100-5zbMath1329.91079OpenAlexW2066456727WikidataQ59319093 ScholiaQ59319093MaRDI QIDQ906579
Publication date: 22 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-014-0100-5
volatilityilliquiditySolvency IIcredit spread processlong-term insurance productsmatching adjustment
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