Abstract
In the previous chapter we have constructed the VaPo for a portfolio of life insurance contracts. This VaPo can be viewed as a replicating portfolio of the insurance liabilities in terms of financial instruments.
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© 2016 Springer International Publishing AG
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Wüthrich, M.V. (2016). Financial Risks and Solvency. In: Market-Consistent Actuarial Valuation. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-46636-1_4
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DOI: https://doi.org/10.1007/978-3-319-46636-1_4
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Print ISBN: 978-3-319-46635-4
Online ISBN: 978-3-319-46636-1
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