Modelling longevity risk for Solvency II : case study
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cam a22000004b 4500 | ||
| 001 | MAP20140021192 | ||
| 003 | MAP | ||
| 005 | 20140610095230.0 | ||
| 008 | 140610s2011 usa|||| ||| ||eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20140009978$aSilverman, Stuart | |
| 245 | 0 | 0 | $aModelling longevity risk for Solvency II$b: case study$cStuart Silverman and Philip Simpson |
| 260 | $aNew York and London$bMilliman$c2011 | ||
| 490 | 0 | $aResearch report | |
| 520 | $aIntroduction -- Description of hypothetical portfolio and best estimate assumptions -- Discussion of stochastic projection methodology and volatility paremeters -- Solvency II valuation methodology and results: best estimate liability; standard formula approach; economic capital approach: cost of volatility; internal model research -- Conclusion -- Appendix: hypothetical portfoloio characteristics; discount interest rates; stochastic modelling: randomized dates of death; future mortality improvement trend volatility; cause of death | ||
| 650 | 4 | $0MAPA20080614737$aModelos de supervivencia | |
| 650 | 4 | $0MAPA20080564254$aSolvencia II | |
| 650 | 4 | $0MAPA20080586447$aModelo estocástico | |
| 650 | 4 | $0MAPA20080555016$aLongevidad | |
| 700 | 1 | $0MAPA20140009985$aSimpson, Philip | |
| 710 | 2 | $0MAPA20090026926$aMilliman | |
| 830 | 0 | $0MAPA20080509187$aResearch report |