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CAS Forum
Vol. 2013, 2013July 01, 2013 EDT

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
CAS Forum
Butsic, Robert P. 2013. “Report 5: An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures.” CAS Forum 2013 (July).
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