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  • Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
    Value-At-Risk, Risk-Based Surplus, ... Totals Synergy Correlated Total VAR 83 38 17 3 92 -3 89 Then, finally, applying a risk ... Correlated Total Risk-Adjusted Value = 83 38 17 3 92 -3 89 47 l0 2 0 59 -4 ...

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    • Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Public Policy