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"Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness".
- Source :
- Variance: Advancing the Science of Risk; 2014, Vol. 7 Issue 2, p101-109, 9p
- Publication Year :
- 2014
-
Abstract
- The authors discuss the paper "Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness." They emphasize that the rule ensures that the reduction in the capital's rate of return is more than offset by the value of the risk transferred through the reinsurance. They mention the issues associated with the risk-adjusted return on capital (RAROC) approach to assess reinsurance. They also note the absence of the means to calculate reinsurance-capital tradeoff in the paper.
- Subjects :
- REINSURANCE
RATE of return
CAPITAL costs
COST effectiveness
COST analysis
Subjects
Details
- Language :
- English
- ISSN :
- 19406444
- Volume :
- 7
- Issue :
- 2
- Database :
- Supplemental Index
- Journal :
- Variance: Advancing the Science of Risk
- Publication Type :
- Academic Journal
- Accession number :
- 99226234