Enterprise Risk Management : insurer pricing, and capital allocation

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      <subfield code="c">Shaun Yow and Michael Sherris</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="g">February 2007 ; [24] p.</subfield>
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