Capital adequacy and allocation for a property and casualty insurer in Singapore : a comparison between dynamic financial analysis (DFA) model and risk based capital (RBC) requirements.
This paper attempts to assess the capital adequacy level of a hypothetical property and casualty (P&C) insurer in Singapore using the existing Risk Based Capital (RBC) framework. Alternatively, we adopt an internal model of Dynamic Financial Analysis (DFA) in modelling the capital adequacy requi...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/35547 |
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| Institution: | Nanyang Technological University |
| Language: | English |