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Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework - MaRDI portal

Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003)

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Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework
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    Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (English)
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    15 April 2014
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    market value margin
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    cost-of-capital approach
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    solvency capital requirement
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    Bayesian log-normal chain ladder model
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