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.

• Main Authors: Cheah, Yen Seng., Chew, Zhi Loon., Goh, Wei Kiat.
• 其他作者: Li Ka Ki Jackie
• 格式: Final Year Project
• 語言: English
• 出版: 2010
• 主題: DRNTU::Business::Finance::Actuarial science
• 在線閱讀: http://hdl.handle.net/10356/35547
• 機構: Nanyang Technological University

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...