Allowing buffer capital investments in risky assets alters the decomposition of contributions from policyholders and investors in cost-of-capital valuation, with limited liability key for heavy-tailed insurance risks.
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Cost-of-capital valuation with risky assets
Allowing buffer capital investments in risky assets alters the decomposition of contributions from policyholders and investors in cost-of-capital valuation, with limited liability key for heavy-tailed insurance risks.