Risk-based capital requirements for property-liability loss reserves : an empirical investigation

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<rdf:Description>
<dc:creator>Barth, Michael Martin</dc:creator>
<dc:creator>UMI</dc:creator>
<dc:date>1995</dc:date>
<dc:description xml:lang="es">Tesis Georgia State Univ., 1993</dc:description>
<dc:description xml:lang="es">Sumario: This research applies options pricing theory to determine the required surplus to support loss reserve estimation errors. Those errors generally follow a loglaplace distribution, but with non-constant variance</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/13108.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>UMI</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Property</dc:subject>
<dc:subject xml:lang="es">Liability</dc:subject>
<dc:subject xml:lang="es">Reservas técnicas</dc:subject>
<dc:subject xml:lang="es">Reservas técnicas para siniestros</dc:subject>
<dc:subject xml:lang="es">Capitalización</dc:subject>
<dc:subject xml:lang="es">Solvencia</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Risk-based capital requirements for property-liability loss reserves : an empirical investigation</dc:title>
<dc:format xml:lang="es">169 p. ; 21 cm</dc:format>
</rdf:Description>
</rdf:RDF>