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Scandinavian Actuarial Journal Volume 2016, 2016 - Issue 6
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Articles

Stress scenario generation for solvency and risk management

Marcus Christian ChristiansenInstitute of Insurance Science, University of Ulm, Ulm, Germany.
,
Lars Frederik Brandt HenriksenDepartment of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark.Correspondence[email protected]
,
Kristian Juul SchomackerEdlund A/S, Valby, Denmark.
&
Mogens SteffensenDepartment of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark.
Pages 502-529 | Accepted 29 Sep 2014, Published online: 03 Nov 2014

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Martin Eling & Werner Schnell. (2020) Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test. North American Actuarial Journal 24:3, pages 370-392.
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Articles from other publishers (3)

Ninna Reitzel Jensen. (2016) Scenario-based life insurance prognoses in a multi-state Markov model. European Actuarial Journal 6:2, pages 307-330.
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Boualem Djehiche & Björn Löfdahl. (2016) Aggregation of 1-year risks in life and disability insurance. Annals of Actuarial Science 10:2, pages 203-221.
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Ninna Jensen & Kristian Schomacker. (2015) A Two-Account Life Insurance Model for Scenario-Based Valuation Including Event Risk. Risks 3:2, pages 183-218.
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