Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10009517734
Existing risk capital allocation methods, such as the Euler rule, work under the explicit assumption that portfolios are formed as linear combinations of random loss/profit variables, with the firm being able to choose the portfolio weights. This assumption is unrealistic in an insurance...
Persistent link: https://www.econbiz.de/10012991863
Persistent link: https://www.econbiz.de/10013177092
Persistent link: https://www.econbiz.de/10009126885
Persistent link: https://www.econbiz.de/10011694391
Persistent link: https://www.econbiz.de/10012157603