ARTICLE
|
doi:10.20944/preprints201705.0020.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
longevity risk; s-forwards; pricing; risk margin; solvency II
Online: 1 May 2017 (11:39:12 CEST)
ARTICLE
|
doi:10.20944/preprints201607.0021.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Solvency capital requirements capital, standard formula, near unit root, spurious correlation, VaR—implied correlations, tail dependence
Online: 12 July 2016 (09:38:23 CEST)
ARTICLE
|
doi:10.20944/preprints201610.0031.v2
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
Solvency II; Standard Formula; Risk Measure; Diversification; Aggregation; Monotony; Homogeneity; Subadditivity; Euler's Principle; Capital Allocation
Online: 1 March 2017 (08:53:59 CET)
ARTICLE
|
doi:10.20944/preprints201709.0076.v1
Subject:
Business, Economics And Management,
Business And Management
Keywords:
fiscality; pressure; assets; debts; liquidity; solvency
Online: 18 September 2017 (10:56:11 CEST)
ARTICLE
|
doi:10.20944/preprints202311.0199.v1
Subject:
Business, Economics And Management,
Economics
Keywords:
Debt dynamics; Solvency; Primary balance; Panel thresholds
Online: 3 November 2023 (04:05:43 CET)