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Journal: Risks, 2019
Volume: 7
Number: 58

Article: Revisiting Calibration of the Solvency II Standard Formula for Mortality Risk: Does the Standard Stress Scenario Provide an Adequate Approximation of Value-at-Risk?
Authors: by Rokas Gylys and Jonas Å iaulys
Link: https://www.mdpi.com/2227-9091/7/2/58

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