Vol. 2016, 2016May 01, 2016 EDT
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 (May).
