On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
P.D. England, R.J. Verrall, M.V. Wüthrich
| Year of publication: |
2019
|
|---|---|
| Authors: | England, P. D. ; Verrall, R. J. ; Wüthrich, M. V. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 85.2019, p. 74-88
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| Subject: | Stochastic reserving | IFRS 17 risk adjustment | Solvency II risk margin | Bootstrap | Cost-of-capital | Coherent risk measure | IFRS | Risiko | Risk | Risikomodell | Risk model | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990616