Solvency, Capital Allocation, and Fair Rate of Return in Insurance
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1365-2966.2006.00166.x/fullpdf
Reference19 articles.
1. Application of Game Theory to Some Problems in Automobile Insurance
2. Solvency Measurement for Property-Liability Risk-Based Capital Applications
3. Allocation of Capital in the Insurance Industry
4. Martingale Approach for Moments of Discounted Aggregate Claims
5. Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
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