Basis risk in Solvency Capital Requirements for longevity risk
Mariarosaria Coppola; Valeria D'Amato
| Year of publication: |
2014
|
|---|---|
| Authors: | Coppola, Mariarosaria ; D'Amato, Valeria |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 11.2014, 3, p. 53-57
|
| Subject: | basis risk | Solvency Capital Requirement | longevity risk | net asset value | Risikomodell | Risk model | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | EU-Versicherungsrecht | European insurance law | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010512183