Robust evaluation of SCR for participating life insurances under Solvency II
Year of publication: |
March 2018
|
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Authors: | Hainaut, Donatien ; Devolder, Pierre ; Pelsser, Antoon André Jean |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 79.2018, p. 107-123
|
Subject: | Solvency II | Robustness | ORSA | Life insurance | Capital requirement | Risikomodell | Risk model | Lebensversicherung | EU-Versicherungsrecht | European insurance law | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity |
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