RT Journal Article
T1 Capital assessment of operational risk for the solvency of health insurance companies
A1 Hernández Barros, Rafael Jaime
A1 Martínez Torre-Enciso, María Isabel
AB Solvency II rules are expected to generate a system in which improved risk management, including management of operational risk, is provided to insurers through a lower charge of solvency capital. Based on a series of insured operational risk external data losses of health insurers in Spain, an actuarial model is derived in this paper from an operational value-at-risk analysis of the data. The results show that the model is consistent with the overall performance of operational risk and that the severity and frequency distributions adjust well to the data and ranges used in the research.
PB Incisive Media Limited
SN 1744-6740
YR 2012
FD 2012
LK https://hdl.handle.net/20.500.14352/112127
UL https://hdl.handle.net/20.500.14352/112127
LA eng
NO BARROS, R.H. and TORRE-ENCISO, M., 2012. Capital assessment of operational risk for the solvency of health insurance companies. The Journal of Operational Risk, 7(2), pp. 43-65
DS Docta Complutense
RD 12 abr 2025