Probability of sufficiency of solvency ii reserve risk margins : practical approximations
By Eric Dal Moro and Yuriy Krvavych
| Year of publication: |
2017
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|---|---|
| Authors: | Dal Moro, Eric ; Krvavych, Yuriy |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 3, p. 736-785
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| Subject: | IFRS 17 | IFRS confidence level of Solvency II risk margins | cost of capital approach | probability of sufficiency | approximations | IFRS | Theorie | Theory | Kapitalkosten | Cost of capital | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Betriebliche Liquidität | Corporate liquidity | Risikomanagement | Risk management | EU-Versicherungsrecht | European insurance law |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.12 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011763583