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.

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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Bibliographic Details
Main Authors: Cheah, Yen Seng., Chew, Zhi Loon., Goh, Wei Kiat.
Other Authors: Li Ka Ki Jackie
Format: Final Year Project (FYP)
Language:English
Published: 2010
Subjects:
DRNTU::Business::Finance::Actuarial science
Online Access:http://hdl.handle.net/10356/35547

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