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Allocation of Capital in the Insurance Industry
8 references·4 citing·41 second hop
Allocation of Capital in the Insurance Industry (2000)Allocation of Capital in the Insurance In…Full-Information Industry Betas (1998)Full-Information Industry Bet…The CAPM is Wanted, Dead or Alive (1996)The CAPM is Wanted, Dead or A…RAROC AT BANK OF AMERICA: FROM THEORY TO PRACTICE (1996)RAROC AT BANK OF AMERICA: FRO…Managing Bank Capital: Capital Allocation and Performance Measurement (1996)Managing Bank Capital: Capita…Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance (1995)Insolvency experience, risk-b…Solvency Measurement for Property-Liability Risk-Based Capital Applications (1994)Solvency Measurement for Prop…THEORY OF RISK CAPITAL IN FINANCIAL FIRMS (1993)THEORY OF RISK CAPITAL IN FIN…The Relationship between Risk and Return: Evidence for Property-Liability Insurance Stocks (1988)The Relationship between Risk…Changes in capital allocation practices – ERM and organisational change (2015)Changes in capital allocation…Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry (2011)Implementation of Enterprise …Capital Allocation for Insurance Companies — What Good IS IT ? (2007)Capital Allocation for Insura…Solvency, Capital Allocation, and Fair Rate of Return in Insurance (2006)Solvency, Capital Allocation,…17. A Value for n-Person Games (1953)Organizational Culture and Leadership (1986)A Survey of Corporate Governance (1997)Market reactions to enterprise risk management adoption, incorporation by rating agencies, and ORSA Act passage (2021)The Effects of ERM Adoption on European Insurance Firms Performance and Risks (2021)Analysis of airline employees’ perceptions of corporate preparedness for COVID-19 disruptions to airline operations (2022)The Pricing of Options and Corporate Liabilities (1973)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (1996)The market value impact of operational loss events for US banks and insurers (2006)Capital market frictions and the role of internal capital markets in banking (1997)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk capital decomposition for a multivariate dependent gamma portfolio (2005)Multivariate Survival Modelling: A Unified Approach with Copulas (2007)Optimal capital allocation using RAROC™ and EVA® (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Oil price risk and the Australian stock market (1999)On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach (2003)Superstitious Learning with Rare Strategic Decisions: Theory and Evidence from Corporate Acquisitions (2009)Option pricing: A simplified approach (1979)Risk‐Based Premiums for Insurance Guaranty Funds (1988)A Critical Analysis of the Solvency II Proposals (2008)Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property–liability insurers (2010)Stock Versus Mutual Ownership Structures: The Risk Implications (1993)Price Cutting in Liability Insurance Markets (1994)Insurance Regulation in Transition (1995)Reinsurance and the management of regulatory ratios and taxes in the property—casualty insurance industry (1996)Internal Versus External Capital Markets in the Insurance Industry: The Role of Reinsurance (2007)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Capital Allocation for Insurance Companies (2001)Dynamic Asset Pricing Theory. (1993)Agency costs of free cash flow, corporate finance, and takeovers (1996)Bank capital regulation as an incentive mechanism: Implications for portfolio choice (2002)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)What Is Systemic Risk? (2013)Ex Ante Cost of Equity Estimates of S&P 500 Firms: The Choice between Global and Domestic CAPM (2003)Capital Allocation Survey with Commentary (2004)Equity Risk Premium (2004)
this work references cited by second hop

References

  • 1996The CAPM is Wanted, Dead or Alive488 cited
  • 1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS350 cited
  • 1996Managing Bank Capital: Capital Allocation and Performance Measurement154 cited
  • 1995Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance149 cited
  • 1996RAROC AT BANK OF AMERICA: FROM THEORY TO PRACTICE121 cited
  • 1994Solvency Measurement for Property-Liability Risk-Based Capital Applications104 cited
  • 1998Full-Information Industry Betas71 cited
  • 1988The Relationship between Risk and Return: Evidence for Property-Liability Insurance Stocks41 cited

Cited by

  • 2006Solvency, Capital Allocation, and Fair Rate of Return in Insurance92 cited
  • 2011Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry89 cited
  • 2007Capital Allocation for Insurance Companies — What Good IS IT ?70 cited
  • 2015Changes in capital allocation practices – ERM and organisational change23 cited

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