The Solvency II square-root formula for systematic biometric risk

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	257-265
Journal	Insurance: Mathematics and Economics
Volume	50
Issue number	2
DOIs	https://doi.org/10.1016/j.insmatheco.2011.11.008
Publication status	Published - 2012

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@article{863257a9b1714c50915784c902353863,

title = "The Solvency II square-root formula for systematic biometric risk",

author = "Marcus Christiansen and Michel Denuit and Dorina Lazar",

year = "2012",

doi = "10.1016/j.insmatheco.2011.11.008",

language = "English",

volume = "50",

pages = "257--265",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - The Solvency II square-root formula for systematic biometric risk

AU - Christiansen, Marcus

AU - Denuit, Michel

AU - Lazar, Dorina

PY - 2012

Y1 - 2012

U2 - 10.1016/j.insmatheco.2011.11.008

DO - 10.1016/j.insmatheco.2011.11.008

M3 - Article

SN - 0167-6687

VL - 50

SP - 257

EP - 265

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

IS - 2

ER -