TY -
GEN
AU - Gylys, Rokas
AU - Šiaulys, Jonas
TI -
Revisiting calibration of the solvency II standard formula for mortality risk
does the standard stress scenario provide an adequate approximation of value-at-risk?
SN - 2227-9091
KW - Aufsatz in Zeitschrift
PY - 2019
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -