Regulatory Solvency Prediction: Risk-Based Capital, Scenario analysis and Stochastic Simulation

碩士 === 國立政治大學 === 風險管理與保險學系 === 89 === Abstract Keywords: Risk-Based Capital, Value at Risk, Scenario Analysis, Dynamic Financial Analysis, Econometric Model Analysis, Solvency Prediction, Solvency Regulation. Solvency prediction of insurers has been the focus of insurance regu...

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Bibliographic Details
Main Authors: Jui-lin Sung, 宋瑞琳
Other Authors: Chenghsien Tsai
Format: Others
Language:en_US
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/86096618120038103309