This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Rossella Bisignani () (Univerity of Rome "La Sapienza")
Giovanni Masala () (University of Cagliari)
Marco Micocci () (University of Cagliari)
Abstract

The loss ratio (LR) for insurance companies is defined as the ratio of incurred claims and earned premiums for a specified class of insurance (CoI). The company may estimate then its capital requirement for that particular CoI by using Value at Risk (VaR) or conditional VaR (CVaR) of the loss ratio distribution at a specified probability value. The overall objective of the company is to evaluate the aggregate capital requirement through a weighted sum of marginal capital requirements for all the classes of insurance. Nevertheless, this procedure may tend to over-estimate the aggregate capital requirement because it does not take into consideration the real dependence amongst the different classes of insurance. In other words, perfect dependence does not allow considering diversification effects. In this paper, we present a model which permits to take into consideration real correlations of the several CoIs. Thanks to copula functions, we are able to generate (by Monte Carlo simulations) correlated loss ratios with known marginal distributions. This approach is described through a numerical example that used data collected from some of the most important Italian non life insurance companies. We show then the diversification benefit thus obtained. We conclude the paper building an efficient frontier on the plane LR - CVaR; the efficient frontier may be considered a useful tool to manage the global company risk.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.luiss.it/RePEc/pdf/esi1832.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by Department of Economic and Business Sciences, LUISS Guido Carli in its journal Economia, Societa', e Istituzioni.

Volume (Year): XVIII (2006)
Issue (Month): 3 ()
Pages:
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:lui:rivesi:1832

Contact details of provider:
Postal: Viale Pola 12 - 00198 Roma
Phone: 06.85225.359-376
Fax: 06.85225.375
Email:
Web page: http://www.luiss.it/ricerca/dipartimenti/dsea/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Daniela Di Cagno).

Related research
Keywords: non life insurance; loss ratio; copula functions; capital requirement; Monte Carlo simulation; risk measures; efficient frontier.;

Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

Statistics
Access and download statistics

Did you know? RePEc encourages publishers to make their bibliographic data freely available to the public.

This page was last updated on 2009-12-2.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.