Gatumel, Mathieu - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008
-force portfolio. One of the majour input of the market value margin is the cost-of-capital rate which corresponds to the risk premium …), and Chief Risk Officer Forum (2008), a single cost-of-capital rate shall be used by all insurance undertakings and for all … lines of business. This paper aims at analyzing the cost-of-capital rate given by European Insurance and Reinsurance …
