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The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB ... applied to various types of insurance products in a consistent manner. The paper also illustrates how ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Economic capital