Risk Margin Estimation through the Cost of Capital Approach: Some Conceptual Issues
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1057/gpp.2011.2.pdf
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3. Babbel, D. and Merrill, C.L. (1998) ‘Economic valuation models for insurers’, North American Actuarial Journal 2 (3): 1–18.
4. Black, F. and Scholes, M. (1973) ‘Pricing of options and corporate liabilities’, Journal of Political Economy 81 (3): 637–654.
5. Branch, B. (2002) ‘The costs of bankruptcy: A review’, International Review of Financial Analysis 11 (1): 39–57.
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