On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	England, P. D. (VerfasserIn)
Weitere Verfasser:	Verrall, R. J. (VerfasserIn), Wüthrich, M. V. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2019
Schlagworte:	Stochastic reserving > IFRS 17 risk adjustment > Solvency II risk margin > Bootstrap > Cost-of-capital > Coherent risk measure > Aufsatz in Zeitschrift
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