Combining actuarial and financial risk: A stochastic corporate model and its consequences for premium calculation


Albrecht, Peter


Additional URL: http://www.actuaries.org/AFIR/Colloquia/Paris/Albr...
Document Type: Working paper
Year of publication: 1990
The title of a journal, publication series: Manuskript / Institut für Versicherungswissenschaft, Universität Mannheim
Volume: 32
Place of publication: Mannheim
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics
Additional information: Auch ersch. in: Actuarial Approach for Financial Risks (AFIR) ...; Colloque International AFIR, 1 (Paris), 1990, ISBN 2-906654-12-4, S. 127-141, s. "Weitere URL

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Albrecht, Peter (1990) Combining actuarial and financial risk: A stochastic corporate model and its consequences for premium calculation. Manuskript / Institut für Versicherungswissenschaft, Universität Mannheim Mannheim 32 [Working paper]


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