Ross and McWhirter (Ross and McWhirter, 1991. Unpublished paper) and Berketi and Macdonald (Berketi and Macdonald, 1999. Insurance: Mathematics and Economics 24, 117-138) showed that diversifying insolvency risk results in a substantial cost to the policyholders in terms of reduction in their expec
β¦ LIBER β¦
Allowing for asset, liability and business risk in the valuation of a life office.
β Scribed by S.J.B. Mehta
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 105 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
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