Title: How to determine the capital requirements for a portfolio of annuity liabilities
Authors: Dhaene, Jan ×
Goovaerts, Marc
Vanduffel, Steven
Vyncke, David #
Issue Date: 2001
Series Title: Tijdschrift voor Economie en Management vol:XLVI issue:4 (Dec.) pages:533-544
Abstract: This paper illustrates an analytic method that can be used to determine the total capital requirements necessary to properly provide for the future obligations of a portfolio of annuity liabilities and to protect the enterprise from the related risks it faces.
ISSN: 0772-7674
VABB publication type: VABB-1
Publication status: published
KU Leuven publication type: AT
Appears in Collections:Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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