Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-2 of 2
Keywords: Solvency capital requirement
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2013) 14 (4): 344–352.
Published: 09 August 2013
...Alfred Ka Chun Ma; Justina Yuen Ki Cheung Purpose The purpose of this paper is to propose a framework based on cash flow matching for computing the Solvency Capital Requirement under Solvency II. Design/methodology/approach The time horizon of the insurance liabilities is typically longer than...
Journal Articles
Backtesting the solvency capital requirement for longevity risk
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2012) 13 (4): 309–319.
Published: 10 August 2012
... to in a balance‐sheet perspective. In this context, the Solvency Capital Requirement (SCR) standard calculation is based on a modular approach, where the overall risk is split into several modules and submodules. In Solvency II, standard formula longevity risk is explicitly considered. The purpose of this paper...
