Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003)
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scientific article; zbMATH DE number 6285079
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| English | Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework |
scientific article; zbMATH DE number 6285079 |
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Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (English)
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15 April 2014
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market value margin
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cost-of-capital approach
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solvency capital requirement
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Bayesian log-normal chain ladder model
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0.8280238509178162
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0.7909125089645386
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0.7678825855255127
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0.7641225457191467
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0.7582365870475769
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