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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 ...

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    • Authors: Jun Zhuo, Seong Weon Park
    • Date: Apr 2006
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Economic capital
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