The Solvency II square-root formula for systematic biometric risk

Author:

Christiansen Marcus C.,Denuit Michel M.,Lazar Dorina

Publisher

Elsevier BV

Subject

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

Reference7 articles.

1. Executive’s Guide to Solvency II;Buckham,2010

2. A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension;Christiansen;Insurance: Mathematics and Economics,2008

3. Explaining mortality dynamics: the role of macroeconomic fluctuations and cause of death trends;Hanewald;North American Actuarial Journal,2011

4. Robust forecasting of mortality and fertility rates: a functional data approach;Hyndman;Computational Statistics and Data Analysis,2007

5. Modelling and forecasting the time series of US mortality;Lee;Journal of the American Statistical Association,1992

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