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1992 Discussion Papers on Insurer Financial Solvency

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Table of Contents
Download Volume 1
Download Volume 2

Volume 1

An Evaluation of Surplus Allocation Methods Underlying Risk Based Capital Applications
Michael J. Miller and Jerry W. Rapp

NAIC Risk Based Capital Efforts in 1990-91
Allan M. Kaufman and Elise C. Liebers

Surplus - Concepts, Measures of Return, and its Determination
Russell E. Bingham

Capitalization of Property/Casualty Insurance Companies
Paula R. Federman

An Analysis of Variations in Leverage Ratios Among Insurers
Chester J. Szczepanski

Solvency Measurement for Property-Liability Risk Based Capital Applications
Robert P. Butsic

Practical Loss Reserving Method with Stochastic Development Factors
Mary V. Kelly

Underwriting Cycles and Insurance Solvency
Sholom Feldblum

Analysis of Surplus and Rate of Return without Using Leverage Ratios
Richard J. Roth Jr.

Simplified Confidence Boundaries Associated with Calendar Year Projections
James P. McNichols

European Approaches to Insurance Solvency
Sholom Feldblum

Volume 2

Surplus Allocation: An Oxymoron
I.K. Bass and C.K. Khury

Modelling Asset Variability in Assessing Insurer Solvency
Louise A. Francis

A Method for Risk Quantification for Surplus Requirements
Anthony Iafrate

An Application of Risk Theory to Control Solvency and Financial Strength
Heikki Bonsdorff

Self-Insurer Solvency and Estimating the Collectibility of the Retrospective Premium Reserve
Brian Z. Brown

The Implications of Market Return Pricing Strategies upon Profit and Required Surplus
Brian E. MacMahon

The Schedule F Penalty - Effective or Evaded?
LeRoy J.Simon and Steven M. Visner

Valuation Actuaries and Property - Casualty Insurance
Susan E. Witcraft

A New Look at Evaluation the Financial Condition of Property and Casualty Insurance and Reinsurance Companies
Thomas M. Redman and Christophe E. Scudellari

Surplus in Investment Strategy Due to Mismatch with Liabilities
John C. Burville

Solvency Regulation in Canada
CANADIAN INSTITUTE OF ACTUARIES P&C SOLVENCY SUB-COMMITTEE Richard Gauthier, Chairperson and Barbara Addie, Jean Cote, Alain Lessard, and Chris Townsend

The Value of Junk
Louise A. Francis