ERM Resource |
|
2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party |
Economic / Risk Based CapitalPremium RiskReserving Risk |
ERM Resource |
|
Risk-Based Capital (RBC) Reserve Risk Charges |
Economic / Risk Based CapitalPremium RiskReserving Risk |
ERM Resource |
|
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints |
Insurance-Linked securitiesLongevity riskReinsuranceReserving RiskRisk measuresRisk OptimisationRisk sharing |
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 |