A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk

A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk

The aim of this paper is to provide a stochastic model useful for assessing the capital requirement for demographic risk in a framework coherent with the Solvency II Directive. The model extends to the market consistent context classical methodologies developed in a local accounting framework. The r...

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Bibliographic Details
Main Authors: Gian Paolo Clemente, Francesco Della Corte, Nino Savelli
Format: Article
Language:English
Published: MDPI AG 2021-09-01
Series:Risks
Subjects:
life insurance
Solvency Capital Requirement
Solvency II
local GAAP
risk theory
Online Access:https://www.mdpi.com/2227-9091/9/10/175

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