Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Alfred Ka Chun Ma; Justina Yuen Ki Cheung
| Year of publication: |
2013
|
|---|---|
| Authors: | Ma, Alfred Ka Chun ; Cheung, Justina Yuen Ki |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 14.2013, 4, p. 344-352
|
| Subject: | Capital | Cash flow | Financial management | Insurance | Modelling | Solvency capital requirement | Cash flow matching | Cash Flow | Betriebliche Liquidität | Corporate liquidity | Betriebliche Finanzwirtschaft | Managerial finance | Versicherung | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Kapitalbedarf | Capital requirements |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009788836