Centro de Documentacion de Fundación MAPFRE - Risk-based capital requirements for property-liability loss reserves : an empirical investigation

Publication: Ann Arbor, Michigan : UMI, [1995]Physical description: 169 p. ; 21 cmNotes: 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 varianceTesis Georgia State Univ., 1993Materia / lugar / evento: Empresas de seguros Property Liability Reservas técnicas Reservas técnicas para siniestros Capitalización Solvencia Otros autores: UMI
Other categories: 212

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FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 212-BAR-RIS — Record number: 017044

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