Abstract
One of the key problems for insurance company management is evaluating the profitability of individual units, such as lines of business, states, departments, and even contracts. Capital allocation, pricing theory, and other approaches have been proposed to do this. An alternative proposal is explored here, based on the units' contributions to a measure of company value.
Volume
Fall
Page
619-623
Year
2003
Categories
Actuarial Applications and Methodologies
Capital Management
Capital Allocation
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Actuarial Applications and Methodologies
Valuation
Publications
Casualty Actuarial Society E-Forum