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Keyphrases
Solvency II
100%
Robustness Evaluation
100%
Solvency Capital Requirement
100%
Participating Life Insurance
100%
Net Asset Value
100%
Value Distribution
50%
Conditional Value at Risk
50%
Normal-inverse Gaussian Distribution
50%
Closed-form Expression
50%
Parameter Misspecification
50%
Market Completeness
50%
Gaussian Random Variable
50%
Moment Matching
50%
Mortality Benefit
50%
Pricing Measures
50%
INIS
values
100%
evaluation
100%
insurance
100%
assets
66%
capital
66%
risks
33%
death
33%
randomness
33%
market
33%
distribution
33%
Mathematics
Net Asset
100%
Misspecification
50%
Gaussian Distribution
50%
Closed Form
50%
Value at Risk
50%
Gaussian Random Variable
50%
Normal Inverse Gaussian
50%
Death Benefit
50%
Economics, Econometrics and Finance
Life Insurance
100%
Capital Requirements
100%
Net Asset Value
100%
Pricing
50%
Scientific Modelling
50%
Computer Science
closed-form expression
100%
Value at Risk
100%
Gaussian Random Variable
100%
Normal Inverse Gaussian
100%