A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Anna Maria Gambaro, Riccardo Casalini, Gianluca Fusai, Alessandro Ghilarducci
| Year of publication: |
2019
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|---|---|
| Authors: | Gambaro, Anna Maria ; Casalini, Riccardo ; Fusai, Gianluca ; Ghilarducci, Alessandro |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 157-187
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| Subject: | Solvency II | Economic scenario generator | Minimum guaranteed option | Sensitivity analysis | Versicherung | Insurance | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Risikomodell | Risk model | Sensitivitätsanalyse | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-019-00242-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012065187