Pages that link to "Item:Q3071105"
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The following pages link to Cost-of-Capital Margin for a General Insurance Liability Runoff (Q3071105):
Displaying 8 items.
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- CHAIN LADDER AND ERROR PROPAGATION (Q4563769) (← links)
- Wealth Transfers, Indifference Pricing, and XVA Compression Schemes (Q5132616) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
- A Solution for Solvency II Quantitative Requirements Modeling with Long-Tail Liabilities (Q5379140) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
