Zoekresultaten

Zoekopdracht: faculteit: "FEB" en publicatiejaar: "2007"

AuteurY. Arnoldus
TitelA risk type based economic capital model for a property and casualty insurer : in search of a best estimate economic capital model.
BegeleidersH.P. Boswijk, R. Kaas
Jaar2007
FaculteitFaculteit Economie en Bedrijfskunde
SamenvattingThis thesis will bring together a broad range of techniques to quantify economic capital for a property and casualty insurer. Much attention is paid to risk quantification nowadays. Techniques for the main risk types are brought together and combined in search of a best way to set up an economic capital. An overview of existing models and methods is given. Outcomes of the techniques are compared. Accuracy and time consumption in the given context are the major criteria to give an advise on the techniques to use.
Soort document scriptie master
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