City Research Online - Use of parametric risk measure in assessing risk based capital and insolvency constraints for with profits life insurance

Use of parametric risk measure in assessing risk based capital and insolvency constraints for with profits life insurance

Chadburn, R. G. (1996). Use of parametric risk measure in assessing risk based capital and insolvency constraints for with profits life insurance (Actuarial Research Paper No. 83). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Publication Type:	Monograph (Working Paper)
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Actuarial Science & Insurance > Actuarial Research Reports

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Creators:	Chadburn, R. G.
Status:	Published
Publisher:	Faculty of Actuarial Science & Insurance, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/2227
Date available in CRO:	15 Apr 2013 14:12
Dates:	Date Event 1996 Published