Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2015
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VII, 145 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | Titel: Risk measurement and management of operational risk, reputation risk and inflation risk in the insur
Autor: Kolb, Andreas
Jahr: 2015
Contents
I. Introduction.............................................................................................................................1
1. Motivation and Research Questions...................................................................................1
2. Research Objectives...........................................................................................................4
II. Risk Measurement and Management of Operational Risk in Insurance Companies from an
Enterprise Perspective..............................................................................................................11
1. Introduction......................................................................................................................12
2. Model Framework............................................................................................................15
3. Numerical Analysis..........................................................................................................24
4. Implications and Further Considerations in Regard to Measuring and Managing
Operational Risks.................................................................................................................34
5. Conclusion........................................................................................................................37
III. Assessing the Risks of Insuring Reputation Risk..............................................................43
1. Introduction......................................................................................................................44
2. Components of Reputation Risk......................................................................................45
2.1 Underlying reputation exposure..............................................................................45
2.2 Reputation damaging perils.....................................................................................49
2.3 Reputation hazards...................................................................................................51
3. Insurance against Reputation Risks..................................................................................55
3.1 Reputation risk insurance coverage market development.....................................55
3.2 Reputation risk insurance policy provisions..........................................................56
4. Challenges and Risks of Insuring Reputational Risks.....................................................63
4.1 Reputation-damaging event identification and loss measurement.............................63
4.2 Loss prediction, pricing, and underwriting................................................................67
4.3 Risk accumulation: Spillover effects and risk concentrations...................................69
4.4 Basis risk....................................................................................................................73
4.5 Moral hazard..............................................................................................................73
4.6 Litigation risk.............................................................................................................74
4.7 Demand and target customers....................................................................................74
5. Conclusion and Outlook...................................................................................................76
IV. Assessing Inflation Risk in Non-Life Insurance................................................................87
1. Introduction......................................................................................................................88
2. Empirical Derivation and Analysis of Claims Inflation...................................................91
2.1 Empirical derivation of the claims inflation...............................................................91
2.2 Analyzing claims inflation: Determination of main economic drivers......................93
3. Modeling and Calibrating Claims Inflation......................................................................95
4. The Impact of Claims Inflation on Reserving..................................................................98
5. Empirical Analysis of Claims Inflation: The Case of a German Non-Life Insurer.......102
5.1 Data..........................................................................................................................102
5.2 Analyzing claims inflation in automobile liability insurance..................................103
5.3 The impact of stochastic claims inflation on reserving in automobile liability
insurance.........................................................................................................................106
5.4 Comparing claims inflation in different lines of business in non-life insurance......110
6. Summary........................................................................................................................112
V. Claims Inflation in Non-Life Insurance: Literature Review on the Measurement and the
Modeling of Calendar Year Effects........................................................................................117
1. Introduction....................................................................................................................118
2. Claims Inflation: Definition and Implications for Non-Life Insurers............................120
3. Measurement of Claims Inflation...................................................................................126
4. Modeling Calendar Year Effects in Claims Reserving..................................................130
5. Summary........................................................................................................................138
VI. Conclusion........................................................................................................................143
|
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| spelling | Kolb, Andreas 19XX- Verfasser (DE-588)107230774X aut Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry vorgelegt von Andreas Kolb 2015 VII, 145 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Erlangen-Nürnberg, Univ., Diss., 2015 Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Versicherungswirtschaft (DE-588)4063206-4 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Versicherungswirtschaft (DE-588)4063206-4 s Risikomanagement (DE-588)4121590-4 s Risikoanalyse (DE-588)4137042-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028008022&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kolb, Andreas 19XX- Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry Risikoanalyse (DE-588)4137042-9 gnd Versicherungswirtschaft (DE-588)4063206-4 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4137042-9 (DE-588)4063206-4 (DE-588)4121590-4 (DE-588)4113937-9 |
| title | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry |
| title_auth | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry |
| title_exact_search | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry |
| title_full | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry vorgelegt von Andreas Kolb |
| title_fullStr | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry vorgelegt von Andreas Kolb |
| title_full_unstemmed | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry vorgelegt von Andreas Kolb |
| title_short | Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry |
| title_sort | risk measurement and management of operational risk reputation risk and inflation risk in the insurance industry |
| topic | Risikoanalyse (DE-588)4137042-9 gnd Versicherungswirtschaft (DE-588)4063206-4 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Risikoanalyse Versicherungswirtschaft Risikomanagement Hochschulschrift |
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