1992 Discussion Papers on Insurer Financial Solvency
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Table of Contents
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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