On risk management of mortality and longevity capital requirement : a predictive simulation approach
Year of publication: |
2023
|
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Authors: | Yang, Shuai ; Zhou, Kenneth Q. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 12, Art.-No. 206, p. 1-18
|
Subject: | solvency capital requirement | risk-based capital | nested simulation method | surrogate model | mortality-linked derivative | Sterblichkeit | Mortality | Simulation | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Theorie | Theory | Derivat | Derivative | Bankrisiko | Bank risk | Risikomodell | Risk model | Lebensversicherung | Life insurance |
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