Vol. 2019, 2019May 01, 2019 EDT
Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk Charges
Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk Charges
Allan M Kaufman, Sholom Feldblum, Jennifer Wu,
Risk-Based CapitalCapital RequirementsAnalyzing/Quantifying RisksAssess/Prioritizing RisksIntegrating RisksDiversificationCorrelation
Articles in Vol. 2019, 2019
Vol. 2019, 2019
- Back-Testing the ODP Bootstrap & Mack Bootstrap ModelsMark R Shapland
- Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk ChargesAllan M KaufmanSholom FeldblumJennifer Wu
- Risk-Based Capital - Calibration of Investment Income OffsetAllan M KaufmanSholom FeldblumJennifer Wu
- Upgrading an Existing Capital Model - A Common Risk Driver ApplicationAllan M Kaufman
- Another Pioneering Use of DFA: New Zealand Earthquake CommissionIan McLean
- A Note on Euler Allocation for Performance MeasurementShayan Sen
- Is There a Demand for Insurance On-Demand?Stephanie Gould Rabin
- Enhancements to the Shane-Morelli Method to Provide Technical Guidance in Implementation and Proposed Solutions for Challenges Encountered in the Application to a Workers Compensation TailShon YimDolph ZielinskiDawn (Morelli) Fowle
Kaufman, Allan M, Sholom Feldblum, and Jennifer Wu. 2019. “Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk Charges.” CAS Forum 2019 (May).