Stress scenario generation for solvency and risk management-Reference-Cited by-同舟云学术

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Stress scenario generation for solvency and risk management

Published:2014-11-03 Issue:6 Volume:2016 Page:502-529
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Christiansen Marcus Christian,Henriksen Lars Frederik Brandt,Schomacker Kristian Juul,Steffensen Mogens

Publisher

Informa UK Limited

Subject

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

Link

http://www.tandfonline.com/doi/pdf/10.1080/03461238.2014.971860

Reference13 articles.

1. Deterministic shock vs. stochastic value-at-risk — an analysis of the Solvency II standard model approach to longevity risk

2. A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension

Cited by 4 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. Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test;North American Actuarial Journal;2019-10-30

2. Scenario-based life insurance prognoses in a multi-state Markov model;European Actuarial Journal;2016-09-23

3. Aggregation of 1-year risks in life and disability insurance;Annals of Actuarial Science;2016-08-22

4. A Two-Account Life Insurance Model for Scenario-Based Valuation Including Event Risk;Risks;2015-06-04

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