A Comparative Study on the Minimum Capital Requirement for Risk of Life Insurers' Investment in Corporate Bonds: Based on the Perspective of C-ROSS and Market-consistent Method

ZHOU Hua, GU Yu, ZHENG Su-jin

Journal of Central University of Finance & Economics ›› 2019, Vol. 0 ›› Issue (7) : 42-53.

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PDF(1179 KB)
Journal of Central University of Finance & Economics ›› 2019, Vol. 0 ›› Issue (7) : 42-53.

A Comparative Study on the Minimum Capital Requirement for Risk of Life Insurers' Investment in Corporate Bonds: Based on the Perspective of C-ROSS and Market-consistent Method

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