Abstract
In this chapter we want to see how the different pieces of the capital models flow together in order to get an integrated capital model, covering all the different risk categories. In a lot of cases the capital models for insurance companies have been designed along the following categories:
-
Financial and ALM risk,
-
Life insurance risk,
-
General insurance risk,
-
Operational risk.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2011 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Koller, M. (2011). Capital Models and Integrated Risk Management. In: Life Insurance Risk Management Essentials. EAA Series. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-20721-1_9
Download citation
DOI: https://doi.org/10.1007/978-3-642-20721-1_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-20720-4
Online ISBN: 978-3-642-20721-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)