A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
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DOI: 10.1007/s10203-019-00242-1
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Cited by:
- Anna Rita Bacinello & An Chen & Thorsten Sehner & Pietro Millossovich, 2021. "On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk," Risks, MDPI, vol. 9(1), pages 1-18, January.
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Keywords
Solvency II; Economic scenario generator; Minimum guaranteed option; Sensitivity analysis;All these keywords.
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