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Decomposing dynamic risks into risk components
Schilling, Katja, (2020)
Asset/liability management of German life insurance companies: a value-at-risk approach in the presence of interest rate guarantees
Albrecht, Peter, (2005)
Prospektives rating von Lebensversicherungen durch den value-at-risk-Ansatz
Finsinger, Jörg, (2004)
Interest rate movements in the life insurance fair valuation context
Cocozza, Rosa, (2009)
The value at risk of the mathematical provision : critical issues
Cocozza, Rosa, (2008)
The Value at Risk of the Mathematical Provision : Critical Issues
Cocozza, Rosa, (2011)