“Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value,” By Michael Sherris And John van der Hoek, April 2006
Helmut Gründl and
Hato Schmeiser
North American Actuarial Journal, 2007, vol. 11, issue 1, 163-164
Date: 2007
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DOI: 10.1080/10920277.2007.10597443
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