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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 This paper proposes a general definition for economic capital, EC, that can be applied to ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Economic capital
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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 The abstract for the paper The Economic Capital and Risk Adjustment Performance for VA with ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006