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Proceedings of the Casualty Actuarial Society
January 01, 2017 EDT

A Cost of Capital Risk Margin Formula For Non-Life Insurance Liabilities

Glenn G Meyers,
Cost-of-CapitalRisk MarginBayesian MCMCStochastic Loss Reserving
CAS Forum
Meyers, Glenn G. 2017. “A Cost of Capital Risk Margin Formula For Non-Life Insurance Liabilities.” CAS Forum 2017 (January).
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