A two-dimensional duration concept. The impact of biometrical assumption on passive reserves.

DOI10.1007/S11857-007-0033-ZzbMath1184.91113OpenAlexW118430476MaRDI QIDQ949434

Wolfgang Lay

Publication date: 21 October 2008

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/s11857-007-0033-z

zbMATH Keywords

approximationSolvency IIsolvency capital requirement (SCR)biometrical assumptions

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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