|
Risk Based Capital Analysis
Insurance companies need to know how changes in an asset allocation will affect its Risk Based Capital charge. We developed a methodology to show the impact of incremental changes in asset allocation on the company's RBC ratio.
Case Studies
Health Insurance
A domestic health insurer wanted to know the effects of investing in equities and/or high yield on the company's RBC ratio. This analysis compared the effect of varying levels of equity and high yield allocations. Based on this analysis, the company decided to invest 15% in equities.
See Study
Property & Casualty Insurance
A domestic insurance company wanted to know the impact of different asset allocations and different premium growth rates on the company's RBC ratio.
See Study
Copyright ©2008 Brown Brothers Harriman & Co.
|