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Journal of Risk and Insurance

A COMPARISON OF RISK-BASED CAPITAL STANDARDS UNDER THE EXPECTED POLICYHOLDER DEFICIT AND THE PROBABILITY OF RUIN APPROACHES.(Statistical Data Included)

A COMPARISON OF RISK-BASED CAPITAL STANDARDS UNDER THE EXPECTED POLICYHOLDER DEFICIT AND THE PROBABILITY OF RUIN APPROACHES.(Statistical Data Included) Barth, Michael M. ABSTRACT Two competing approaches to setting risk-based capital (RBC) parameters are the traditional probability of ruin approach and the more recent expected policyholder deficit (EPD) ratio approach. The probability of ruin approach develops […]