Open AccessMarket risk based capital for Brazilian insurance companies: A stochastic approach☆
Author(s) -
Pietro Angelo Lioi Cafasso,
Jo�ão Luiz Chela,
Herbert Kimura
Publication year - 2018
Publication title -
future business journal
Language(s) - English
Resource type - Journals
eISSN - 2314-7202
pISSN - 2314-7210
DOI - 10.1016/j.fbj.2018.06.005
Subject(s) - solvency , interest rate , actuarial science , portfolio , econometrics , capital requirement , minimum capital , economics , market risk , bond , stochastic modelling , business , financial economics , finance , market liquidity , microeconomics , incentive
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