Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A bridge between Local GAAP and Solvency II frameworks to quantify
  Capital Requirement for demographic risk   The paper provides a stochastic model useful for assessing the capital
requirement for demographic risk. The model extends to the market consistent
context classical methodologies developed in a local accounting framework. In
particular we provide a unique formulation for different non-participating life
insurance contracts and we prove analytically that the valuation of demographic
profit can be significantly affected by the financial conditions in the market.
A case study has been also developed considering a portfolio of life insurance
contracts. Results prove the effectiveness of the model in highlighting main
drivers of capital requirement evaluation, also compared to local GAAP
framework.

25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph
13
The categories of this paper are: quant-ph
27
The categories of this paper are: comp-gas
28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
26
The categories of this paper are: bayes-an
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
23
The categories of this paper are: solv-int