Option-implied solvency capital requirements


Bauer, Jan ; Huggenberger, Markus



Document Type: Conference presentation
Year of publication: 2020
Conference title: 11th CEQURA Conference on Advances in Financial and Insurance Risk Management
Location of the conference venue: Online
Date of the conference: 25.09.2020
Publication language: English
Institution: Außerfakultäre Einrichtungen > Institut für Versicherungswissenschaft
Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics




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