Similar Search Results

Narrow search

One-year value-at-risk for longevity and mortality

Plat, Richard - 2010

Persistent link: https://www.econbiz.de/10008905055

On stochastic mortality modeling

Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404

Persistent link: https://www.econbiz.de/10009517554

Stochastic portfolio specific mortality and the quantification of mortality basis risk

Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132

Persistent link: https://www.econbiz.de/10009517590

One-year value-at-risk for longevity and mortality

Plat, Richard - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 462-470

Persistent link: https://www.econbiz.de/10009404682

On stochastic mortality modeling

Plat, Richard - 2009

Persistent link: https://www.econbiz.de/10003814814

One-Year Value-at-Risk for Longevity and Mortality

Plat, Richard - 2011

Upcoming new regulation on regulatory required solvency capital for insurers will be predominantly based on a one-year Value-at-Risk measure. This measure aims at covering the risk of the variation in the projection year as well as the risk of changes in the best estimate projection for future...

Persistent link: https://www.econbiz.de/10013132618

Stochastic portfolio specific mortality and the quantification of mortality basis risk

Platt, Richard (contributor) - 2008

Persistent link: https://www.econbiz.de/10003769993