A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components
Gian Paolo Clemente, Francesco Della Corte, Nino Savelli
| Year of publication: |
2022
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|---|---|
| Authors: | Clemente, Gian Paolo ; Della Corte, Francesco ; Savelli, Nino |
| Subject: | Life insurance | longevity risk | Mortality & | Risk theory | Solvency Capital Requirement | Solvency II | Sterblichkeit | Mortality | Lebensversicherung | Risikomodell | Risk model | Risiko | Risk | EU-Versicherungsrecht | European insurance law | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Kapitalbedarf | Capital requirements | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S174849952200015X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013469925