Risk Management for Insurance Firms

René Roelof Doff

Risk Management for Insurance Firms

René Roelof Doff

Faculty of Behavioural, Management and Social Sciences

Research output: Thesis › PhD Thesis - Research external, graduation UT

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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 language	English
Qualification	Doctor of Philosophy
Awarding Institution	University of Twente
Supervisors/Advisors	Bilderbeek, J., Supervisor Bruggink, Albertus, Supervisor
Award date	6 Jul 2006
Place of Publication	Amsterdam
Publisher	University of Twente
Print ISBNs	90-5516-233-7
Publication status	Published - 6 Jul 2006

Keywords

IR-57118
METIS-233133

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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.

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KW - METIS-233133

M3 - PhD Thesis - Research external, graduation UT

SN - 90-5516-233-7

PB - University of Twente

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ER -

Risk Management for Insurance Firms

Abstract

Keywords

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