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Economic Capital
session of the SOA 2003 Washington, DC Spring Meeting explore economic capital from the standpoint of an SOA ... risks;Return on capital;Risk assessment;Risk-based capital=RBC;Stochastic models;Credit risk;Interest rate ...- Authors: Dennis Lauzon, Hubert B Mueller, Ellen Woodruff
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Economic capital