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A Stochastic Approach to Asset Allocation within a General Insurance Company
A Stochastic Approach to Asset Allocation within a General Insurance Company
1991
S.M. Coutts
G. J. Clark
Keywords:
Embedded value
Deferred Acquisition Costs
Business
Auto insurance risk selection
Actuarial science
Bancassurance
Stochastic investment model
General insurance
Finance
Key person insurance
Risk pool
Correction
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