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Risk measurement and management of operational risk in insurance companies from an enterprise perspective

Recurso electrónico / electronic resource
MARC record
Tag12Value
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003  MAP
005  20140917113214.0
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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1001 ‎$0‎MAPA20080644536‎$a‎Gatzert, Nadine
24510‎$a‎Risk measurement and management of operational risk in insurance companies from an enterprise perspective‎$c‎Nadine Gatzert, Andreas Kolb
520  ‎$a‎Operational risk can substantially impact an insurer's risk situation and is now increasingly in the focus of insurance companies, especially due to new European risk-based regulatory framework Solvency II. The aim of this article is to model and examine the effects of operational risk on fair premiums and solvency capital requirements under Solvency II. In particular, three different approaches of deriving solvency capital requirements are analyzed: the Solvency II standard model, a partial internal model, and a full internal model. This analysis is not only of relevance for Solvency II, but also regarding an insurer's Own Risk and Solvency Assessment (ORSA) that is not only planned in Solvency II, but also by the NAIC in the United States. The analysis emphasizes that diversification plays a central role and that operational risk measurement and management is highly relevant for insurers and should be integrated in an enterprise risk management framework
650 4‎$0‎MAPA20080590567‎$a‎Empresas de seguros
650 4‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 4‎$0‎MAPA20080601522‎$a‎Evaluación de riesgos
650 4‎$0‎MAPA20080587598‎$a‎Riesgo operacional
650 4‎$0‎MAPA20080586294‎$a‎Mercado de seguros
650 4‎$0‎MAPA20080586461‎$a‎Modelos de gestión
650 4‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
650 4‎$0‎MAPA20080619701‎$a‎Investigación cuantitativa
650 4‎$0‎MAPA20080564254‎$a‎Solvencia II
7001 ‎$0‎MAPA20140015252‎$a‎Kolb, Andreas
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Nueva York : The American Risk and Insurance Association, 1964-‎$x‎0022-4367‎$g‎01/09/2014 Volumen 81 Número 3 - septiembre 2014 , p. 683-708