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Market-Consistent Risk Margins in Fair Value Loss Reserves
Market-Consistent Risk Margins in Fair Value Loss Reserves This paper introduces a minor modification ... own solvency capital requirement. This dynamic originates in the competitive market pricing of ...- Authors: Michael G Wacek
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM