Risk-Based Premiums for Insurance Guaranty Funds

Abstract
Uses the stochastic principles underlying option pricing models to develop formulas for charging insurers guaranty fund premiums commensurate with their expected default costs.
Volume
43/4
Year
1988
Categories
Actuarial Applications and Methodologies
Regulation and Law
Insurance Company Financial Condition
Actuarial Applications and Methodologies
Regulation and Law
Solvency
Publications
Journal of Finance
Authors
J David Cummins