On the cost-of-capital rate under incomplete market valuation
Hansjörg Albrecher, Karl-Theodor Eisele, Mogens Steffensen, Mario V. Wüthrich
| Year of publication: |
2022
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|---|---|
| Authors: | Albrecher, Hansjörg ; Eisele, Karl-Theodor ; Steffensen, Mogens ; Wüthrich, Mario V. |
| Published in: |
The journal of risk & insurance. - Malvern, Pa. : American Risk and Insurance Ass., ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 89.2022, 4, p. 1139-1158
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| Subject: | cost of capital | insurance | risk margin | solvency capital requirements | valuation | Risikomodell | Risk model | Kapitalkosten | Cost of capital | Unvollkommener Markt | Incomplete market | Theorie | Theory | CAPM | EU-Versicherungsrecht | European insurance law | Betriebliche Liquidität | Corporate liquidity |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465899