Discounting

Discounting [45]

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Bullet points include: Insurers commonly use 0.5% VaR with 1-year horizon (Solvency II) VaR TVaR Probability density Worst 5% Average of Worst 5% Initial net assets 5%-ile Best 95% Net assets at time horizon

Bullet points include: Insurers commonly use 0.5% VaR with 1-year horizon (Solvency II) VaR TVaR Probability density Worst 5% Average of Worst 5% Initial net assets 5%-ile Best 95% Net assets at time horizon

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