On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
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Date
2019-03Type
- Journal Article
Citations
Cited 8 times in
Web of Science
Cited 12 times in
Scopus
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Insurance: Mathematics and EconomicsVolume
Pages / Article No.
Publisher
ElsevierSubject
Stochastic reserving; IFRS 17 risk adjustment; Solvency II risk margin; Bootstrap; Cost-of-capital; Coherent risk measureOrganisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
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Citations
Cited 8 times in
Web of Science
Cited 12 times in
Scopus
ETH Bibliography
yes
Altmetrics