Enterprise Risk Management : insurer pricing, and capital allocation

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Enterprise Risk Management</title>
<subTitle>: insurer pricing, and capital allocation</subTitle>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080018504">
<namePart>Yow, Shaun</namePart>
<nameIdentifier>MAPA20080018504</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080179083">
<namePart>Sherris, Michael</namePart>
<nameIdentifier>MAPA20080179083</nameIdentifier>
</name>
<name type="corporate" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080445805">
<namePart>Embedded Finance & Super App Strategies</namePart>
<nameIdentifier>MAPA20080445805</nameIdentifier>
</name>
<name type="corporate" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080453893">
<namePart>International Insurance Society</namePart>
<nameIdentifier>MAPA20080453893</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">ita</placeTerm>
</place>
<dateIssued encoding="marc">2007</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
<form authority="marccategory">microform</form>
</physicalDescription>
<abstract>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 elasticicities</abstract>
<note type="statement of responsibility">Shaun Yow and Michael Sherris</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080536534">
<topic>ERM</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080589356">
<topic>Cálculo de la prima</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080593216">
<topic>Riesgos intangibles</topic>
</subject>
<classification authority="">7</classification>
<relatedItem type="host">
<originInfo>
<publisher>Trieste, Geneva : The Geneva Association ; New York : International Insurance Society</publisher>
</originInfo>
<part>
<text>February 2007 ; [24] p.</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">071008</recordCreationDate>
<recordChangeDate encoding="iso8601">20080418130126.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20071508894</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>