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Probabilistic Concepts in Measurement of Asset Adequacy
stockholder dividends. V = statutory reserves. S = risk surplus needed, determined by the valuation ... invested assets equal to V. Av+s = invested assets equal to V + S. U = A - Ao. = additional invested ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management