Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method

التفاصيل البيبلوغرافية
العنوان:	Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method
المؤلفون:	Wei, Yongfeng, Fang, Zhaoben, Tao, Zhang
المصدر:	2009 International Conference on Business Intelligence and Financial Engineering Business Intelligence and Financial Engineering, 2009. BIFE '09. International Conference on. :350-354 Jul, 2009
Relation:	2009 International Conference on Business Intelligence and Financial Engineering (BIFE)
قاعدة البيانات:	IEEE Xplore Digital Library

الوصف
ردمك:	9780769537054
DOI:	10.1109/BIFE.2009.87