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Solvency Requirements for Life Annuities

其他書名	Some Comparisons
出版	SSRN, 2008
URL	http://books.google.com.hk/books?id=El3BzgEACAAJ&hl=&source=gbs_api

註釋In this paper we investigate rules for assessing the capital required by a life annuity portfolio to meet mortality risks, longevity risk in particular. Risks other than mortality are disregarded. Rules which could be adopted in internal models are discussed. Then a comparison is provided with the requirement emerging from Solvency 2.