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Vedani et al., 2017 - Google Patents

Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions

Vedani et al., 2017

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Document ID
3173019605659418700
Author
Vedani J
El Karoui N
Loisel S
Prigent J
Publication year
Publication venue
European Actuarial Journal

External Links

Snippet

The Solvency II directive has introduced a specific so-called risk-neutral framework to valuate economic accounting quantities throughout European life insurance companies. The adaptation of this theoretical notion for regulatory purposes requires the addition of a …
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