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