Abstract
This paper gives a concise exposition of the option approach for an actuarial audience. A useful bibliography is attached.
Volume
Fall
Page
177
Year
1988
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Systematic Risk Models
Extensions of CAPM
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
ROE
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Traditional Risk Load (Profit Margin);
Actuarial Applications and Methodologies
Ratemaking
Actuarial Applications and Methodologies
Valuation
Publications
Casualty Actuarial Society E-Forum
