Both et al., 2019 - Google Patents
Surplus participation schemes for life annuities under Solvency IIBoth et al., 2019
- Document ID
- 3977153725904442361
- Author
- Both S
- Horneff V
- Kaschützke B
- Maurer R
- Publication year
- Publication venue
- European Actuarial Journal
External Links
Snippet
Abstract Under the new European Solvency II capital requirements life insurance companies have to implement a market-consistent valuation framework. A special challenge is the estimation of the market value of liabilities for products containing future discretionary …
- 101710007364 ARB_02922 0 description 55
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