Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios

Citation

Tan, K & Bruhn, A 2018, 'Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios', Annals of Actuarial Science, vol. 13, no. 1, pp. 36-66.

Year

2018

ANU Authors

Field of Research

  • Insurance Studies

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