Pesquisa de referências

Enterprise Risk Management : insurer pricing, and capital allocation

Fichero PDF / PDF file
Seção: Artigos
Título: Enterprise Risk Management : insurer pricing, and capital allocation / Shaun Yow and Michael SherrisAutor: Yow, Shaun
Notas: 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 elasticicitiesRegistros relacionados: 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
Outras classificações: 7