Risk management, capital budgeting, and capital structure policy for insurers and reinsurers
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| 001 | MAP20071509067 | ||
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| 100 | 1 | $0MAPA20080192099$aFroot, Kenneth A. | |
| 245 | 1 | 0 | $aRisk management, capital budgeting, and capital structure policy for insurers and reinsurers$cKenneth A. Froot |
| 520 | 8 | $aThis article builds on Froot and Stein in developing a framework for analyzing the risk allocation, capital budgeting, and capital structure decisions facing insurers and reinsurers. The model incorporates three key features: value-maximizing insurers and reinsurers face product-market as well as capital-market imperfections that give rise to well-founded concerns with risk management and capital allocation; some, but not all, of the risks they face can be frictionlessly hedged in the capital market; and the distribution of their cash flows may be asymmetric, which alters the demand for underwriting and hedging | |
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080575281$aCoste del riesgo | |
| 650 | 1 | 1 | $0MAPA20080582418$aRiesgo financiero |
| 650 | 1 | $0MAPA20080584344$aControl de riesgos | |
| 650 | 1 | $0MAPA20080552701$aSolvencia | |
| 650 | 1 | $0MAPA20080586294$aMercado de seguros | |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 74, number 2, May 2007 ; p. 273-299 |