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

Citation

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

Updated:  06 December 2021 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers