Combining fair pricing and capital requirements for non-life insurance companies
Year of publication: |
2008
|
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Authors: | Gatzert, Nadine ; Schmeiser, Hato |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2589-2596
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Subject: | Basler Akkord | Basel Accord | Risikoprämie | Risk premium | EU-Versicherungsrecht | European insurance law | Internationales Versicherungsrecht | International insurance law | Schweiz | Switzerland | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory |
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