Abstract
Methods for calculating C-1 risk levels have been somewhat arbitrary, and reliable data upon which to base these methods are elusive. This paper presents a straighforward method of building a consistent framework for C-1 risk reserve calculation. Sample levels of required surplus are derived for fixed income and equity investments.
Volume
38
Page
243
Year
1986
Categories
Actuarial Applications and Methodologies
Capital Management
Capital Requirements
Actuarial Applications and Methodologies
Regulation and Law
Risk-Based Capital
Publications
Transactions of the Society of Actuaries