has been cited by the following article(s):
[1]
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An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry
Physica A: Statistical Mechanics and its Applications,
2018
DOI:10.1016/j.physa.2018.05.113
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[2]
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Solvency II solvency capital requirement for life insurance companies based on expected shortfall
European Actuarial Journal,
2017
DOI:10.1007/s13385-017-0160-4
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[3]
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Solvency II Solvency Capital Requirement for Life Insurance Companies Based on Expected Shortfall
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2714403
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