A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Year of publication: |
2019
|
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Authors: | Gambaro, Anna Maria ; Casalini, Riccardo ; Fusai, Gianluca ; Ghilarducci, Alessandro |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 157-187
|
Subject: | Solvency II | Economic scenario generator | Minimum guaranteed option | Sensitivity analysis | Risikomodell | Risk model | EU-Versicherungsrecht | European insurance law | Theorie | Theory | Versicherung | Insurance | Lebensversicherung | Life insurance |
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