Eling, Martin (contributor); Gatzert, Nadine (contributor); … - 2007
feasible risk control in an operative business. We propose to use this
framework as a standard model for the new European …, Switzerland.
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ensures that the minimum safety standard is met, is denoted as the solvency line.
The solvency line … determines minimum investment requirements in terms of ex-
pected return and standard deviation of the rate of return on the …