Market consistent ALM for life insurers : steps toward Solvency II
Year of publication: |
2010
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Authors: | Bragt, David van ; Steehouwer, Hens ; Waalwijk, Bart |
Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 0252-1148, ZDB-ID 196109-3. - Vol. 35.2010, 1, p. 92-109
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Subject: | Solvency II | dynamic solvency testing | scenario analysis | asset and liability management | life insurance | risk-based capital | Risikomodell | Risk model | Lebensversicherung | Life insurance | EU-Versicherungsrecht | European insurance law | Betriebliche Liquidität | Corporate liquidity | Szenariotechnik | Scenario analysis |
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