“Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000

DOI10.1080/10920277.2001.10595974zbMath1083.91562OpenAlexW2293699904MaRDI QIDQ5718193

Martin le Roux

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2001.10595974

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• A synthesis of risk measures for capital adequacy
• Application of Coherent Risk Measures to Capital Requirements in Insurance

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