Affine Processes in Life Insurance Mathematics - With a View Towards Solvency II-Reference-Cited by-同舟云学术

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Affine Processes in Life Insurance Mathematics - With a View Towards Solvency II

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Buchardt Kristian

Publisher

Elsevier BV

Reference21 articles.

1. Stochastic Value-at-Risk -An Analysis of the Solvency II Standard Model Approach to Longevity Risk;Matthias B�rger;Bl�tter der DGVFM,2010

2. A Sensitivity Analysis Concept for Life Insurance with Respect to a Valuation Basis of Infinite Dimension;C Marcus;Insurance: Mathematics & Economics,2008

3. Biometric Worst Case Scenarios for Multi-State Life Insurance Policies;C Marcus;Insurance: Mathematics & Economics,2010

Cited by 1 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. Dependent interest and transition rates in life insurance;Insurance: Mathematics and Economics;2014-03

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