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Proceedings of the Casualty Actuarial Society
January 01, 2019 EDT

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
CAS Forum
Kaufman, Allan M, Sholom Feldblum, and Jennifer Wu. 2019. “Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk Charges.” CAS Forum 2019 (January).
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