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  • Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins - Abstract
    Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins - Abstract This paper develops ... e  differs from the best estimate) and iii) a dynamic margin for parameter risk (the risk that  the  ...

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    • Authors: B John Manistre
    • Date: Mar 2015
    • Topics: Enterprise Risk Management