Abstract

 The paper describes the derivation of the solvency border formula in the statutory solvency requirements for the Finnish pension institutions. The formula is defined so that it is dependent on the asset allocation of the institution.


Kirjoittaja(t)  Ranne Antero
Artikkelin otsikko Investment Risks and the Solvency Margin
Keywordssolvency, investment risk, asset liability model, pension insurance
Painovuosi 2000
Sivunumero(t) 573 - 585
Kongressi AFIR Colloquium, Tromsø, Norway, 2000
Kieli  englanti
Julkaisun tyyppikongressijulkaisu
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