Enterprise Risk Management : insurer pricing, and capital allocation
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071508894 | ||
| 003 | MAP | ||
| 005 | 20080418130126.0 | ||
| 007 | hzruuu---uuuu | ||
| 008 | 071008e20070201ita|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a7 | ||
| 100 | 1 | $0MAPA20080018504$aYow, Shaun | |
| 245 | 1 | 0 | $aEnterprise Risk Management$b: insurer pricing, and capital allocation$cShaun Yow and Michael Sherris |
| 520 | 8 | $aFor 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 elasticicities | |
| 650 | 0 | 1 | $0MAPA20080591182$aGerencia de riesgos |
| 650 | 1 | 1 | $0MAPA20080536534$aERM |
| 650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 1 | 1 | $0MAPA20080589356$aCálculo de la prima |
| 650 | 1 | 1 | $0MAPA20080593216$aRiesgos intangibles |
| 700 | 1 | $0MAPA20080179083$aSherris, Michael | |
| 710 | 2 | $0MAPA20080445805$aEmbedded Finance & Super App Strategies | |
| 710 | 2 | $0MAPA20080453893$aInternational Insurance Society | |
| 773 | 0 | $gFebruary 2007 ; [24] p.$dTrieste, Geneva : The Geneva Association ; New York : International Insurance Society |