| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077056 | Insurance: Mathematics and Economics | 2009 | 6 Pages |
Abstract
Finally, we initiate a discussion on the role of risk margins and discounting for the reserve and premium risk, with focus on the Cost-of-Capital method. We show that risk margins do not affect the reserve risk and show how reserve duration can be used for easy calculation of risk margins. 1
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Esbjörn Ohlsson, Jan Lauzeningks,