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Robust evaluation of SCR for participating life insurances under Solvency II

Robust evaluation of SCR for participating life insurances under Solvency II

Hainaut, Donatien; Devolder, Pierre; Pelsser, Antoon
  • 期刊名称Insurance: Mathematics and Economics
  • 作者Hainaut, Donatien; Devolder, Pierre; Pelsser, Antoon
  • 卷第79卷
  • 印刷ISSN0167-6687
  • 文件大小652.69KB
  • 发表时间2018-03
  • DOI10.1016/j.insmatheco.2017.11.009
  • 页码107-123
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