Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework |
scientific article |
Statements
Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (English)
0 references
15 April 2014
0 references
market value margin
0 references
cost-of-capital approach
0 references
solvency capital requirement
0 references
Bayesian log-normal chain ladder model
0 references
0 references
0 references
0 references