Insurance Regulation and Life Catastrophe Risk: Treatment of Life Catastrophe Risk Under the SCR Standard Formula of Solvency II and the Necessity of Partial Internal Models-Reference-Cited by-同舟云学术

Insurance Regulation and Life Catastrophe Risk: Treatment of Life Catastrophe Risk Under the SCR Standard Formula of Solvency II and the Necessity of Partial Internal Models

Published:2014-09-03 Issue:2 Volume:40 Page:256-278
ISSN:1018-5895
Container-title:The Geneva Papers on Risk and Insurance - Issues and Practice
language:en
Short-container-title:Geneva Pap Risk Insur Issues Pract

Author:

Kraut Gunther,Richter Andreas

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/content/pdf/10.1057/gpp.2014.10.pdf

Reference65 articles.

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3. Bagus, G. (2007) ‘Taming the cat’, Best’s Review 2007 (September): 92–94.

4. Bagus, G. (2008) ‘Pandemic risk modeling’, presentation on behalf of Milliman, Inc., for the Chicago Actuarial Association, from www.chicagoactuarialassociation.org/CAA_PandemicRiskModelingBagus_Jun08.pdf, accessed 6 January 2014.

5. Blake, D., Courbage, C., MacMinn, R. and Sherris, M. (2011) ‘Longevity risk and capital markets: The 2010–2011 update’, The Geneva Papers on Risk and Insurance—Issues and Practice 36 (4): 489–500.

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