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2009 Economic Capital for Life Insurance Companies –Complete Report
......................................3 2.2 Primary Drivers for Calculating EC.................... ... European life insurers. 2.2 Primary Drivers for Calculating EC The primary driver for calculating EC is ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Bounds for Ruin Probabilities and Value at Risk
the function φ(X1, X2) represents the benefits a direct insurer pays to a reinsurer, given losses of X1 ... contract, when the total losses are less than a, the direct insurer retains all losses. When the sum exceeds ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods