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Report on the CAS COTOR Risk Premium Project Update

Report on the CAS COTOR Risk Premium Project Update This article provides background and key results ... II, Swiss Solvency Test) and public disclosure (IFRS, MCEV). The new valuation techniques reflect the ...
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Description: This article provides background and key results of the Risk Premium Project of the Committee on Theory of Risk [DOTOR] of the Casualty Actuarial Society [CAS]. The project is intended to gather research on risk issues and encourage further development.
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- Authors: Hato Schmeiser, Martin Eling
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management

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