Risk Transfer Testing of Reinsurance Contracts: Analysis and Recommendations
Risk Transfer Testing of Reinsurance Contracts: Analysis and Recommendations
John G Aquino, Todd R Bault, Paul J Brehm, Mark W Littmann, Deborah M Rosenberg, David L Ruhm, Michael G Wacek, Karen A Pachyn, Elizabeth E.L. Hansen, Pierre G Laurin, Mark van Zanden,
Risk Transfer TestingFAS 11310-10" TestDownside RiskExpected Reinsurer Deficit (ERD)Right Tail Deviation (RTD)Tail Value At Risk (TVAR)Parameter Uncertainty
Aquino, John G, Todd R Bault, Paul J Brehm, et al. 2006. “Risk Transfer Testing of Reinsurance Contracts: Analysis and Recommendations.” CAS Forum 2006 (February).
