A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components
Gian Paolo Clemente, Francesco Della Corte, Nino Savelli
| Year of publication: |
2022
|
|---|---|
| Authors: | Clemente, Gian Paolo ; Della Corte, Francesco ; Savelli, Nino |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 16.2022, 3, p. 527-546
|
| Subject: | Life insurance | longevity risk | Mortality & | Risk theory | Solvency Capital Requirement | Solvency II | Lebensversicherung | Sterblichkeit | Mortality | Risikomodell | Risk model | EU-Versicherungsrecht | European insurance law |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S174849952200015X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013469925