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- catalog abstract "This paper builds on Froot and Stein (1998) in developing a framework for analyzing the risk allocation, capital budgeting, and capital structure decisions facing insurers and reinsurers. The model incorporates three key features: i) value-maximizing insurers and reinsurers face product-market as well as capital market imperfections that give rise to well-founded concerns with risk management and capital allocation; ii) some, but not all, of the risks they face can be frictionlessly hedged in the capital market; iii) the distribution of their cashflows may be asymmetric, which alters the demand for underwriting and hedging.".
- catalog contributor b13193795.
- catalog contributor b13193796.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description "Includes bibliographical references.".
- catalog description "This paper builds on Froot and Stein (1998) in developing a framework for analyzing the risk allocation, capital budgeting, and capital structure decisions facing insurers and reinsurers. The model incorporates three key features: i) value-maximizing insurers and reinsurers face product-market as well as capital market imperfections that give rise to well-founded concerns with risk management and capital allocation; ii) some, but not all, of the risks they face can be frictionlessly hedged in the capital market; iii) the distribution of their cashflows may be asymmetric, which alters the demand for underwriting and hedging.".
- catalog extent "44 p. ;".
- catalog isPartOf "Working paper (Harvard Business School. Division of Research) ; 04-035.".
- catalog isPartOf "Working paper / Division of Research, Harvard Business School ; 04-035".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "[Boston] : Division of Research, Harvard Business School,".
- catalog subject "Capital.".
- catalog subject "Insurance.".
- catalog subject "Risk management.".
- catalog title "Risk management, capital budgeting and capital structure policy for insurers and reinsurers / Kenneth A. Froot.".
- catalog type "text".