Methodological problems in solvency assessment of an insurance company
Year of publication: |
2004
|
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Authors: | Cocozza, R ; Di Lorenzo, E ; Sibillo, M |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Life insurance | financial risk | demographic risk | capital adequacy | reserves | conditional random processes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Investment Management and Financial Innovations 2.1(2004): pp. 95-102 |
Classification: | G22 - Insurance; Insurance Companies ; G28 - Government Policy and Regulation ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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