Financial Modeling, Actuarial Valuation and Solvency in Insurance

By Mario V. Wüthrich, Michael Merz. 2013

77 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/9f9e218104da5813319563cb133f4f221a853787

Citations in the corpus

• FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (2014, unknown): “However, from a shareholder’s perspective it is not necessarily optimal to perfectly hedge the liabilities (see Wüthrich and Merz, 2013).”