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Assessment of Target Capital for General Insurance Firms. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 13 , Issue 1 , 01 March 2007 , pp. 169 - 183
Copyright
Copyright © Institute and Faculty of Actuaries 2007

References

Reference

Modigliani, F. & Miller, M. (1958). The cost of capital, corporation finance and the theory of investment. American Economic Review, 48, 261–297.Google Scholar

Reference

Byrne, M., Dunlop, C., Fisher, S., Hilder, I., Marcuson, A., Neuyen, L.-A., Shaw, P. & Toller, J. (2006). Embedding capital models in the business. 33rd GIRO Convention papers, 26-29. http://www.actuaries.org.uk/files/pdf/proceedings/giro2006/Marcuson.pdfGoogle Scholar

Reference

Dowd, K., Blake, D. & Cairns, A.J.G. (2004). Long-term value at risk. Journal of Risk Finance, 5(2), 52–57.Google Scholar