Solvency, capital allocation, and fair rate of return in insurance

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<rdf:Description>
<dc:creator>Sherris, Michael</dc:creator>
<dc:date>2006-03-01</dc:date>
<dc:description xml:lang="es">A method to allocate capital in insurance to lines of business is developed based on an economic definition of solvency and the market value of the insurer balance sheet. Solvency , and its financial impact, is determinde by the value of the insolvency exchange option. The allocation of capìtal is determined using a complete markets' arbitrage-free model and, as a result, has desirable properties, such as the allocated capital "adds up" and is consistent with the economic value of  the balance sheet assets and liabilities</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/59766.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Economía</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Capital riesgo</dc:subject>
<dc:subject xml:lang="es">Solvencia</dc:subject>
<dc:subject xml:lang="es">Mercados financieros</dc:subject>
<dc:subject xml:lang="es">Mercado de seguros</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Solvency, capital allocation, and fair rate of return in insurance</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 73, number 1, March 2006 ;  p. 71-96</dc:relation>
</rdf:Description>
</rdf:RDF>