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Quantifying credit and market risk under Solvency II : standard approach versus internal model
Gatzert, Nadine; Martin, Michael - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 649-666
Persistent link: https://www.econbiz.de/10009683197
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Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna; Gatzert, Nadine; Martin, Michael - In: Insurance / Mathematics & economics 71 (2016), pp. 382-393
Persistent link: https://www.econbiz.de/10011630886