Tools for testing the Solvency Capital Requirement for life insurance
Longevity risk is one of the major risks that an insurance company or a pension fund has to deal with and it is expected that its importance will grow in the near future. In agreement with these considerations, in Solvency II regulation the Standard formula furnished for calculating the Solvency Cap...
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| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2012
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| Texto completo: | http://hdl.handle.net/10400.21/1407 |
| País: | Portugal |
| Oai: | oai:repositorio.ipl.pt:10400.21/1407 |