Abstract
A survey of methods attempted in the prediction of insurer insolvency, including IRIS tests and rating agency evaluations, and the introduction of some new ones, some using transformed beta distributions.
Volume
Vol. 59, No. 4
Year
1992
Categories
Actuarial Applications and Methodologies
Regulation and Law
Insurance Company Financial Condition
Actuarial Applications and Methodologies
Regulation and Law
Rating Agencies
Actuarial Applications and Methodologies
Regulation and Law
Solvency
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Solvency Analysis
Financial and Statistical Methods
Loss Distributions
Publications
Journal of Risk and Insurance, The
