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Investment under the Risk-Based Capital 'RBC' and Rating Agencies Requirements
applied if you’re using Moody’s or Stan- dard & Poor’s (S&P) formula. As you know, they have sometimes used ... over-the-counter call option or a put option on the S&P 500. In five years I have a 30% RBC factor multiplied ...- Authors: Michael Cowell, James Reiskytl
- Date: May 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments