Risk Management for Insurance Firms

René Roelof Doff

Research output: ThesisPhD Thesis - Research external, graduation UT

125 Downloads (Pure)

Abstract

This thesis has researched the application of economic capital for insurance firms. Whilst pension funds are basically similar to life insurance firms, their practical operation differs. For instance, pension funds are much more dependent on public policy choices and political developments. Also, pension funds have possibilities to limit indexing when developments turn out badly. This is an important steering parameter. These aspects make pension funds just different from insurance firms. However, Siegelaer is convinced that the concepts of economic capital and RAROC will play an important role for pension funds in the near future.
Original languageUndefined
Awarding Institution
  • University of Twente
Supervisors/Advisors
  • Bilderbeek, J., Supervisor
  • Bruggink, Albertus , Supervisor
Award date6 Jul 2006
Place of PublicationAmsterdam
Publisher
Print ISBNs90-5516-233-7
Publication statusPublished - 6 Jul 2006

Keywords

  • IR-57118
  • METIS-233133

Cite this

Doff, R. R. (2006). Risk Management for Insurance Firms. Amsterdam: University of Twente.
Doff, René Roelof. / Risk Management for Insurance Firms. Amsterdam : University of Twente, 2006. 241 p.
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isbn = "90-5516-233-7",
publisher = "University of Twente",
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Doff, RR 2006, 'Risk Management for Insurance Firms', University of Twente, Amsterdam.

Risk Management for Insurance Firms. / Doff, René Roelof.

Amsterdam : University of Twente, 2006. 241 p.

Research output: ThesisPhD Thesis - Research external, graduation UT

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T1 - Risk Management for Insurance Firms

AU - Doff, René Roelof

PY - 2006/7/6

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N2 - This thesis has researched the application of economic capital for insurance firms. Whilst pension funds are basically similar to life insurance firms, their practical operation differs. For instance, pension funds are much more dependent on public policy choices and political developments. Also, pension funds have possibilities to limit indexing when developments turn out badly. This is an important steering parameter. These aspects make pension funds just different from insurance firms. However, Siegelaer is convinced that the concepts of economic capital and RAROC will play an important role for pension funds in the near future.

AB - This thesis has researched the application of economic capital for insurance firms. Whilst pension funds are basically similar to life insurance firms, their practical operation differs. For instance, pension funds are much more dependent on public policy choices and political developments. Also, pension funds have possibilities to limit indexing when developments turn out badly. This is an important steering parameter. These aspects make pension funds just different from insurance firms. However, Siegelaer is convinced that the concepts of economic capital and RAROC will play an important role for pension funds in the near future.

KW - IR-57118

KW - METIS-233133

M3 - PhD Thesis - Research external, graduation UT

SN - 90-5516-233-7

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Doff RR. Risk Management for Insurance Firms. Amsterdam: University of Twente, 2006. 241 p.