Keywords: Quantile surplus
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Journal Articles
Journal of Risk Finance (2011) 12 (4): 252–269.
Published: 16 August 2011
... The financial quantity proposed for representing the economic wealth of the life insurance company is the stochastic surplus, and the paper analyses the impact on it of different demographic assumptions by means of risk indicators as the projection risk index, the quantile surplus valuation and the ruin...

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