Vol. 2013, 2013July 01, 2013 EDT
Report 5: An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures
Report 5: An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures
Robert P Butsic,
Solvency Risk MeasuresPolicyholder WelfareOptimal CapitalAdjusted Probability DistributionCertainty-Equivalent LossesFrictional Capital CostsExponential UtilityStochastic MeanSubadditivity
Butsic, Robert P. 2013. “Report 5: An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures.” CAS Forum 2013 (July).
