Risk-Based Regulatory Capital for Insurers
- Topics:
- Insurance
- Tags:
- Business Operations,
- Corporate Insurance,
- Insurance,
- Insurance Company,
- University Of New South Wales
- Source:
- University of New South Wales
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Overview: This paper studies the issues in determining regulatory capital requirements using advanced modeling by assessing and comparing capital requirements under the two alternative approaches. A Dynamic Financial Analysis (DFA) model is used for this paper. These issues are of current international interest as regulators, insurers and actuaries face the significant issues involved with the introduction of risk-based capital for insurers.
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Format: PDF | Size: 319KB | Date: Mar 2004 | Pages: 46



