Robust evaluation of SCR for participating life insurances under Solvency II

Donatien Hainaut, Pierre Devolder, Antoon Pelsser

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)107-123
Number of pages17
JournalInsurance: Mathematics and Economics
Volume79
DOIs
Publication statusPublished - Mar 2018

Keywords

  • Solvency II
  • Robustness
  • ORSA
  • Life insurance
  • Capital requirement

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