adjusted probability distribution

Content type Date Title Tags
ERM Resource An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures (RBC Research Working Parties Report 5) adjusted probability distributioncertainty-equivalent lossesEconomic / Risk Based Capitalexponential utilityfrictional capital costsoptimal capitalpolicyholder welfareReserving RiskSolvency risk measuresstochastic meansubadditivity