Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances
Pierre Devolder and
Adrien Lebegue
No 2016023, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Date: 2016-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2016023
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