Insurance Risk-Based Capital with a Multi-Period Time Horizon
Insurance Risk-Based Capital with a Multi-Period Time Horizon
Robert P Butsic,
Backward InductionCapital StrategyCapitalization IntervalCertainty-Equivalent LossConservatorshipExponential UtilityFair-Value AccountingPolicy TermRisk MarginStochastic Loss Process
Butsic, Robert P. 2016. “Insurance Risk-Based Capital with a Multi-Period Time Horizon.” CAS Forum 2016 (January).
