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Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Ma, Alfred Ka Chun, (2013)
Economic-mathematical modeling of the enterprise solvency risk assessment
Yakushev, Anatoly Alekseevich, (2018)
Market consistent ALM for life insurers : steps toward Solvency II
Bragt, David van, (2010)
Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortaility laws
Ulm, Eric R., (2014)
The effect of the real option to transfer on the value of guaranteed minimum death benefits
Ulm, Eric R., (2006)
On the interaction between transfer restrictions and crediting strategies in guaranteed funds
Ulm, Eric R., (2017)