Pages that link to "Item:Q1689024"
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The following pages link to Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024):
Displaying 6 items.
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
- Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
