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

MARC record
Tag12Value
LDR  00000nam a2200000 i 4500
001  MAP20070022834
003  MAP
005  20080417182142.0
007  hzruuu---uuuu
008  950303s1995 usa 00010 eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎212
1001 ‎$0‎MAPA20080278700‎$a‎Barth, Michael Martin
24510‎$a‎Risk-based capital requirements for property-liability loss reserves‎$b‎: an empirical investigation‎$c‎Michael Martin Barth
260  ‎$a‎Ann Arbor, Michigan‎$b‎UMI‎$c‎[1995]
300  ‎$a‎169 p.‎$c‎21 cm
502  ‎$a‎Tesis Georgia State Univ., 1993
520  ‎$a‎This 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
65011‎$0‎MAPA20080590567‎$a‎Empresas de seguros
65011‎$0‎MAPA20080548766‎$a‎Property
65011‎$0‎MAPA20080551490‎$a‎Liability
65011‎$0‎MAPA20080582340‎$a‎Reservas técnicas
65011‎$0‎MAPA20080629618‎$a‎Reservas técnicas para siniestros
65011‎$0‎MAPA20080568245‎$a‎Capitalización
65011‎$0‎MAPA20080552701‎$a‎Solvencia
7102 ‎$0‎MAPA20080431945‎$a‎UMI
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A