Risk-based Capital

Risk-Based Capital is a regulatory capital framework that quantifies the minimum amount of capital an insurance company must hold to reduce the risk of insolvency by linking capital requirements to the specific risk profile of its assets, liabilities, and operations.

256

Publications

15.7K

Citations

416

Authors

271

Institutions

Publications per year

2017–2026

44

Authors

416

  1. PS
    Paul S. Calem

    Federal Reserve, United States

    6 publications · 716 citations

    6

    h-index

  2. FA
    Faisal Abbas

    Air University, Pakistan

    5 publications · 111 citations

    5

    h-index

  3. ME
    Martin Eling

    University of St.Gallen, Switzerland

    4 publications · 238 citations

    4

    h-index

  4. RR
    Rafael Rob

    University of Pennsylvania, United States

    4 publications · 516 citations

    4

    h-index

  5. TW
    Thomas W. Sager

    The University of Texas at Austin, United States

    3 publications · 103 citations

    3

    h-index

1–5 of 416

Venues

  1. SSRN Electronic Journal

    Repository · 43 publications · 2K citations

    26

    h-index

  2. Journal of Banking & Finance

    25 publications · 2.1K citations

    22

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 10 publications · 380 citations

    10

    h-index

  4. 9

    h-index

  5. Journal of Risk & Insurance

    7 publications · 459 citations

    7

    h-index

1–5