This website uses cookies

We use cookies to enhance your experience and support COUNTER Metrics for transparent reporting of readership statistics. Cookie data is not sold to third parties or used for marketing purposes.

Skip to main content
CAS Logo
CAS Forum
  • Menu
  • Articles
    • CAS Discussion Paper
    • CAS Forum
    • Catastrophic Cyber Risk: An Expert Panel Discussion Series
    • Essays
    • Independent Research
    • Proceedings of the Casualty Actuarial Society
    • Ratemaking Call Papers
    • Reinsurance Call Papers
    • Reports
    • Research Papers
    • Research Paper Series on Bias and Insurance
    • Reserving Call Papers
    • All
  • For Authors
  • Editorial Board
  • About
  • Issues
  • Archives
  • search
  • RSS feed (opens a modal with a link to feed)

RSS Feed

Enter the URL below into your favorite RSS reader.

http://localhost:44100/feed
CAS Forum
Vol. 2019, 2019May 01, 2019 EDT

Risk-Based Capital - Calibration of Investment Income Offset

Allan M Kaufman, Sholom Feldblum, Jennifer Wu,
Risk-Based CapitalCapital RequirementsAnalyzing/Quantifying Risk

Articles in Vol. 2019, 2019

Vol. 2019, 2019
  • Back-Testing the ODP Bootstrap & Mack Bootstrap Models
    Mark R Shapland
  • Risk-Based Capital - Calibration of LOB Diversification in Underwriting Risk Charges
    Allan M KaufmanSholom FeldblumJennifer Wu
  • Risk-Based Capital - Calibration of Investment Income Offset
    Allan M KaufmanSholom FeldblumJennifer Wu
  • Upgrading an Existing Capital Model - A Common Risk Driver Application
    Allan M Kaufman
  • Another Pioneering Use of DFA: New Zealand Earthquake Commission
    Ian McLean
  • A Note on Euler Allocation for Performance Measurement
    Shayan 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 Tail
    Shon YimDolph ZielinskiDawn (Morelli) Fowle
CAS Forum
Kaufman, Allan M, Sholom Feldblum, and Jennifer Wu. 2019. “Risk-Based Capital - Calibration of Investment Income Offset.” CAS Forum 2019 (May).
Save article as...▾

View more stats

Powered by Scholastica, the modern academic journal management system