Risk Management for Insurance Firms

René Roelof Doff

Research output: ThesisPhD Thesis - Research external, graduation UT

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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 languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • University of Twente
  • Bilderbeek, J., Supervisor
  • Bruggink, Albertus, Supervisor
Award date6 Jul 2006
Place of PublicationAmsterdam
Print ISBNs90-5516-233-7
Publication statusPublished - 6 Jul 2006


  • IR-57118
  • METIS-233133


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