An insurer's optimal strategy towards a new independent business
Year of publication: |
2023
|
---|---|
Authors: | Chi, Yichun ; Huang, Yuxia ; Tan, Ken Seng |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 1, p. 89-107
|
Subject: | Conditional value at risk | stop-loss reinsurance | two-layer reinsurance | valueat risk | underwriting newbusiness | Theorie | Theory | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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