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2013-11-19から1日間の記事一覧

[論文]"Reinsurance Credit Risk: A Market-Consistent Paradigm for Quantifying the Cost of Risk"

Neil Bodoff "Reinsurance Credit Risk: A Market-Consistent Paradigm for Quantifying the Cost of Risk"http://www.variancejournal.org/issues/07-01/11.pdf ABSTRCT: Property-casualty insurance companies tend to by reinsurance; when they do, the…