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Capital (Back)Allocation by the Covariance Principle

For portfolios of risks with high degree of clustering – concentration, risk and capital metric (back)allocation is best accomplished by ...

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Component and Marginal TVaR converge

Estimating component and marginal TVaR…(s) is a computationally intensive task in the capital allocation process. These two risk metrics ...

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Using reinsurance to facilitate M&A?

After a record year 2015, M&A activity in (re)insurance was relatively modest for most of 2016. However, since ...

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Does your choice of reinsurer matter?

Just glancing at statutory results and rating agency reports, it quickly becomes clear that not all reinsurers are the same ...

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Tianjin-like events - are insurance companies prepared?

Most of us still very well remember the pictures of Tianjin harbour after the two explosions in August 2015. The ...

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