City Research Online

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
Date available in CRO: 15 Apr 2013 14:12
Date of first online publication: 1996
URI: https://openaccess.city.ac.uk/id/eprint/2227
[img]
Preview
PDF
Download (1MB) | Preview

Export

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login