Robust evaluation of SCR for participating life insurances under Solvency II

Donatien Hainaut, Pierre Devolder and Antoon Pelsser

No 2018011, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2018-01-01
Note: In : Insurance: Mathematics and Economics, vol. 79, p. 107-123 (2018)
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Journal Article: Robust evaluation of SCR for participating life insurances under Solvency II (2018)
Working Paper: Robust evaluation of SCR for participating life insurances under Solvency II (2017)
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