Participating life insurance contracts under Solvency II: inheritance effects and allowance for a Going Concern Reserve-Reference-Cited by-同舟云学术

Participating life insurance contracts under Solvency II: inheritance effects and allowance for a Going Concern Reserve

Published:2015-09-28 Issue:2 Volume:5 Page:203-244
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Burkhart Tobias,Reuß Andreas,Zwiesler Hans-Joachim

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s13385-015-0116-5.pdf

Reference40 articles.

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3. BaFin (2014) Technische Spezifikationen von EIOPA-Zusätzliche Erläuterungen der BaFin. http://www.bafin.de/SharedDocs/Downloads/DE/Versicherer_Pensionsfonds/d l_erlaeuterungen_technische_spezifikationen_anlage_va.pdf?__blob=public ationFile&v=18 (visited on 02/20/2015)

4. Bauer D et al (2006) Risk-neutral valuation of participating life insurance contracts. Insur: Math Econ 39(2):171–183

5. Bauer D, Bergmann D, Reuß A (2012) On the calculation of the solvency capital requirement based on nested simulations. ASTIN Bull 42(2):453–499

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