Multi-year analysis of solvency capital in life insurance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13385-021-00259-0.pdf
Reference22 articles.
1. Barbarin J, Devolder P (2005) Risk measure and fair valuation of an investment guarantee in life insurance. Insur Math Econ 37(2):297–323
2. Bauer D, Reuss A, Singer D (2012) On the calculation of the solvency capital requirement based on nested simulations. ASTIN Bull J IAA 42(2):453–499
3. Berdin E (2016) Interest rate risk, longevity risk and the solvency of life insurers. ICIR Working Paper Series, 23/2016
4. Berdin E, Gründl H (2015) The effects of a low interest rate environment on life insurers. Geneva Papers Risk Insur Issues Pract 40(3):385–415
5. Berdin E, Pancaro C, Kok C (2016) A stochastic forward-looking model to assess the profitability and solvency of European insurers. SAFE Working Paper, p 137
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Presentation of EAJ Issue 11/2 - December 6th;2022-12-06
2. Measuring profitability of life insurance products under Solvency II;European Actuarial Journal;2021-03-04
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