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"Capital Requirement and Allocation for Insurance Companies by the ..."

Yongfeng Wei, Zhaoben Fang, Tao Zhang (2009)

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DOI: 10.1109/BIFE.2009.87

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Yongfeng Wei, Zhaoben Fang, Tao Zhang:
Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method. BIFE 2009: 350-354

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