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Value-at-Risk, Risk-Based Surplus, and RBC C-3 Prescribed Testing
the UVS is passed. The formula does capture the dynamic and integrated nature of asset/liability management ... investigation. I’m particularly referring to dynamic lapses, which are real key in annuity modeling ...- Authors: Nancy Bennett, Michael J Hambro, Douglas A George, Anthony Dardis
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM