Actuarial and Financial Modeling

Author:

Wüthrich Mario V.,Merz Michael

Publisher

Springer Berlin Heidelberg

Reference5 articles.

1. Danielsson J, De Jong F, Laeven R, Laux C, Perotti E, Wüthrich MV (2011) A prudential regulatory issue at the heart of solvency II. VoxEU, 31 March 2011. Available under http://www.voxeu.org

2. Danielsson J, Laeven R, Perotti E, Wüthrich MV, Ayadi R, Pelsser A (2012) Countercyclical regulation in solvency II: merits and flaws. VoxEU, 23 June 2012. Available under http://www.voxeu.org

3. European Commission (2010) QIS 5 technical specifications, annex to call for advice from CEIOPS on QIS5

4. Wüthrich MV (2011) An academic view on the illiquidity premium and market-consistent valuation in insurance. Eur Actuar J 1(1):93–105

5. Wüthrich MV, Bühlmann H, Furrer H (2010) Market-consistent actuarial valuation, 2nd edn. Springer, Berlin

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