scientific article; zbMATH DE number 762929

MaRDI QIDQ4834783zbMATH OpenFDO

Authors Phelim Boyle

Publication date 12 June 1995

zbMATH Keywords

option pricingrisk-based capital

Mathematics Subject Classification ID

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• RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS

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