- 1 Introduction
- 2 Solvency capital requirement
- 2.1 SCR - the mathematical approach
- 2.2 SCR - the Standard Formula of QIS4
- 2.3 Methodology – developing a partial internal model
- 2.4 The risk absorbing effect of future profit sharing
- 2.5 QIS4 stress scenarios
- 3 Product design and parameter assumptions
- 4 Financial market model and simulations
- 5 Linearities
- 6 Dynamic policyholder behavior
- 7 Parameter analysis
- 8 Single equivalent scenario
- 9 Summary
- Appendices
- References
- List of Tables
- List of Figures
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