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العنوان
The use of economic capital to manage the insurance risk in Non-life insurance companies /
الناشر
Mohamed Maarouf Mousa ,
المؤلف
Mohamed Maarouf Mousa
هيئة الاعداد
باحث / Mohamed Maarouf Mousa
مشرف / Moawad Hassan Hassanein
مشرف / Ali El Deeb
مشرف / Ahmed Moharram
تاريخ النشر
2019
عدد الصفحات
190 Leaves :
اللغة
الإنجليزية
الدرجة
الدكتوراه
التخصص
الرياضيات (المتنوعة)
تاريخ الإجازة
26/9/2019
مكان الإجازة
جامعة القاهرة - كلية التجارة - Mathematics and Insurance
الفهرس
Only 14 pages are availabe for public view

from 190

from 190

Abstract

The economic capital is defined as the capital amount needed by insurance company to cover insurance liabilities at a specified confidence interval within certain period based on the risk of its insurance and investment portfolio. This research aim to manage the insurance risk in the non-life insurance companies using the economic capital which has an important participation in the pricing process and evaluation of the reinsurance strategy. In addition, this research aim to adjust the current regulatory requirement for solvency of non-life insurers as they depend on a fixed percentage of the incurred claims and earned premium which does not reflect the risk profile of the insurer especially insurance risk. Preface: The reform of financial supervisory authorities in Egypt in 2009 by merging all financial non-banking sectors creates the need for common risk management measures, strategies and procedures for these sectors. The non-banking sectors include(1): Egyptian insurance supervisory authority - EISA (formed by law no. 10 of 1981). Capital market authority - CMA (formed by law no. 10 of 1981). Depository and Central registry (law no. 93 of 2000). Mortgage Finance (law no. 148 of 2001)