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IntraCompany Capital Allocation Papers

Research Projects – Finance/Investment


The Committee on Finance Research (CFR) of the Society of Actuaries (SOA) recently sponsored a Call for Papers on the topic of IntraCompany Capital Allocation. The CFR was interested in a fresh examination of issues related to the capital needs of insurers, both in total and with regard to internal allocations of capital. Two papers resulted from this Call for Papers and both were awarded honoraria. The papers, "Measurement of Risk, Solvency Requirements and Allocation of Capital within Financial Conglomerates" by Harry Panjer and "Allocation of Required Capital by Line of Business" by Tony Zeppettella, can be accessed by clicking on the links below.

Materials

Allocation of Required Capital by Line of Business

Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates

Questions Or Comments?

If you have comments or questions, please send an email to research@soa.org.