Determination and allocation of risk-adequate equity capitalization for performance measurement
| Alternative title: | Festlegung und Allokation von risikogerechter Kapitalausstattung zur Erfolgsmessung |
|---|---|
| Year of publication: |
2003
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| Authors: | Schradin, Heinrich R. ; Zons, Michael |
| Institutions: | Institut für Versicherungswissenschaft <Köln> |
| Subject: | Kapitalmarkt | Versicherungsbetrieb | operating expenses for underwriting business | Kapitalallokation | virtual risk adjusted capital | Versicherungswirtschaft |
- 1. Introduction
- 2. Determination of the risk-adequate equity capitalization
- 3. Development of a value-based model of optimization
- 4. Capital Allocation
- 5. Conclusion