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Valuation of Equity-Linked Insurance Using Risk Measures
these valuations. Since these products involve mortality as well as financial risks, the authors combine ... insurance companies against the unhedgeable mortality risk. Mortality risk; 14405 1/1/2008 12:00:00 AM ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This monograph was ... allocation is a theoretical exercise because all of a firm’s capital could be depleted to cover a significant loss ...- Authors: Stephen P D'Arcy
- Date: Mar 2012
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Capital management - ERM