Slide show to include captions

I want to make a video slideshow using photos which I have edited in Photoshop Elements and which include captions.  I  want to retain the highest possible resolution of my photos, and I also want the captions, as they display in Photoshop Elements, to also display in the same (or similar) way when I create the video using Premier Elements. Can this be done?  I am currently using Elements 9 but I am quite happy to upgrade if a later version can do what I want.

I know that I could just import the photos without captions into Premier Elements and then add the captions as subtitles, but since all the captioning has been done I would like to avoid having to repeat this work for each photo.

Any help would be appreciated.

Robert