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Enterprise Risk Management : insurer pricing, and capital allocation
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Title: Enterprise Risk Management : insurer pricing, and capital allocation / Shaun Yow and Michael SherrisAuthor: Yow, Shaun ‌
Notes: For insurers and reinsurers, economic capital has become central to enterprise risk management and is used in financial decision-making including by-line pricing and capital allocation. The value-at-risk (VaR) measure is widely used for determining economic capital. In this paper authors use a shareholder and total firm value maximizing model of an insurer incorporating taxes, agency costs, fianancial distress costs, policyholder preference for financial quality, and by-line price elasticicitiesRelated records: En: . - Trieste, Geneva : The Geneva Association ; New York : International Insurance Society. - February 2007 ; [24] p.Materia / lugar / evento: Gerencia de riesgos ‌ERM ‌Matemática del seguro ‌Cálculo de la prima ‌Riesgos intangibles ‌Otros autores: Sherris, Michael ‌
Embedded Finance & Super App Strategies ‌
International Insurance Society ‌
Other categories: 7
Rights: In Copyright (InC)