A capital allocation based on a solvency exchange option
| Year of publication: |
2009
|
|---|---|
| Authors: | Kim, Joseph H.T. ; Hardy, Mary R. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 3, p. 357-367
|