On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements

Benjamin Avanzi; Lars Frederik Brandt Henriksen; Bernard Wong

doi:10.1017/asb.2017.42

On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements

Benjamin Avanzi, Lars Frederik Brandt Henriksen, Bernard Wong

Institut for Matematiske Fag

1 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	ASTIN Bulletin: The Journal of the IAA
Vol/bind	48
Udgave nummer	2
Sider (fra-til)	647-672
ISSN	0515-0361
DOI	https://doi.org/10.1017/asb.2017.42
Status	Udgivet - 1 maj 2018

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10.1017/asb.2017.42

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title = "On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements",

keywords = "Dividends, funding ratio, regulation, solvency, recovery requirements",

author = "Benjamin Avanzi and Henriksen, {Lars Frederik Brandt} and Bernard Wong",

year = "2018",

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day = "1",

doi = "10.1017/asb.2017.42",

language = "English",

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T1 - On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements

AU - Avanzi, Benjamin

AU - Henriksen, Lars Frederik Brandt

AU - Wong, Bernard

PY - 2018/5/1

Y1 - 2018/5/1

KW - Dividends

KW - funding ratio

KW - regulation

KW - solvency

KW - recovery requirements

U2 - 10.1017/asb.2017.42

DO - 10.1017/asb.2017.42

M3 - Journal article

SN - 0515-0361

VL - 48

SP - 647

EP - 672

JO - ASTIN Bulletin

JF - ASTIN Bulletin

IS - 2

ER -

On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements

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