Insurance portfolio risk retention
Year of publication: |
2017
|
---|---|
Authors: | Frees, Edward W. |
Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 4, p. 526-551
|
Subject: | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Versicherung | Insurance | Risiko | Risk |
-
Reinsurance and insurers' risk-return profile
Lei, Yu, (2019)
-
Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Perera, Ryle S., (2010)
-
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie, (2015)
- More ...
-
Multivariate frequency-severity regression models in insurance
Frees, Edward W., (2016)
-
Long-tail longitudinal modeling of insurance company expenses
Shi, Peng, (2010)
-
A generalized beta copula with applications in modeling multivariate long-tailed data
Yang, Xipei, (2011)
- More ...