Risk-based capital requirements for property-liability loss reserves : an empirical investigation

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<title>Risk-based capital requirements for property-liability loss reserves</title>
<subTitle>: an empirical investigation</subTitle>
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<namePart>Barth, Michael Martin</namePart>
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<abstract displayLabel="Summary">This research applies options pricing theory to determine the required surplus to support loss reserve estimation errors. Those errors generally follow a loglaplace distribution, but with non-constant variance</abstract>
<note type="statement of responsibility">Michael Martin Barth</note>
<note type="thesis">Tesis Georgia State Univ., 1993</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080590567">
<topic>Empresas de seguros</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080548766">
<topic>Property</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080551490">
<topic>Liability</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582340">
<topic>Reservas técnicas</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080629618">
<topic>Reservas técnicas para siniestros</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080568245">
<topic>Capitalización</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080552701">
<topic>Solvencia</topic>
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