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Der Embedded Value im Vergleich zum ökonomischen Kapital in der Schadenversicherung

Author

Listed:
  • Heep-Altiner, Maria
  • Krause, Timo

Abstract

Interne Modelle in der Schadenversicherung gehen üblicherweise vom ökonomischen Kapital nach einem Jahr als zugrunde gelegter stochastischer Zielfunktion aus. Dieses basiert auf der sofortigen Realisation aller Aktiva und Passiva zu Marktpreisen, was nicht immer eine realistische Hypothese darstellt. Beim Embedded Value (der in der Schadenversicherung noch nicht so etabliert ist wie in der Lebensversicherung) werden die Werte der Aktiva und Passiva erst über die Zeit realisiert. Sinnvoll angewendet kann dieses Konzept somit einen deutlich realistischeren Ansatz für ein internes Modell in der Schadenversicherung liefern als die Modellierung auf Basis des ökonomischen Kapitals.

Suggested Citation

  • Heep-Altiner, Maria & Krause, Timo, 2012. "Der Embedded Value im Vergleich zum ökonomischen Kapital in der Schadenversicherung," Forschung am ivwKöln 3/2012, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies.
    • Handle: RePEc:zbw:thkivw:32012
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    Cited by:

    1. Heep-Altiner, Maria et al. (Ed.), 2013. "Value-Based-Management in Non-Life Insurance," Forschung am ivwKöln 5/2013, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies.
    2. Heep-Altiner, Maria, 2013. "Vereinfachtes Formelwerk für den MCEV ohne Renewals in der Schadenversicherung," Forschung am ivwKöln 4/2013, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies.

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