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Enterprise Risk Management : insurer pricing, and capital allocation

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<title>Enterprise Risk Management</title>
<subTitle>: insurer pricing, and capital allocation</subTitle>
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<namePart>Yow, Shaun</namePart>
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<namePart>Sherris, Michael</namePart>
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<namePart>International Insurance Society</namePart>
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<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>
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<topic>Gerencia de riesgos</topic>
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<topic>ERM</topic>
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<topic>Matemática del seguro</topic>
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<topic>Cálculo de la prima</topic>
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<topic>Riesgos intangibles</topic>
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<classification authority="">7</classification>
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<publisher>Trieste, Geneva : The Geneva Association ; New York : International Insurance Society</publisher>
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<part>
<text>February 2007 ; [24] p.</text>
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