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2. Association of British Insurers (2007) ‘Individual Capital Assessment. A Guide to the ICA Process for Insurers’. www.abi.org.uk/Information/Codes_and_Guidance_Notes/43773.pdf .
3. Bank for International Settlement (1994) ‘Public Disclosure of Market and Credit Risks by Financial Intermediaries.’ www.riskinstitute.ch/138220.htm .
4. Basel Committee on Banking Supervision (1996) ‘Amendment to the Capital Accord to Incorporate Market Risks.’ www.bis.org/publ/bcbs24.pdf .
5. Bäte, O., von Plato, P. and Thallinger, G. (2006) ‘Stochastic modelling – Boon or bane for insurance industry capital regulation?’, The Geneva Papers on Risk and Insurance—Issues and Practice 31 (1): 57–82.