Parameter uncertainty and reserve risk under Solvency II
Year of publication: |
July 2018
|
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Authors: | Fröhlich, Andreas ; Weng, Annegret |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 130-141
|
Subject: | Solvency II | Parameter uncertainty | Reserve risk | Solvency capital | Internal model | Risikomanagement | Risk management | Risikomodell | Risk model | EU-Versicherungsrecht | European insurance law | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity |
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