Showing 1 - 10 of 19
Persistent link: https://www.econbiz.de/10013177092
Persistent link: https://www.econbiz.de/10011397655
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/10012624638
Persistent link: https://www.econbiz.de/10013205971
Persistent link: https://www.econbiz.de/10012793907
Persistent link: https://www.econbiz.de/10012793929
Persistent link: https://www.econbiz.de/10011576823
Persistent link: https://www.econbiz.de/10011694391
Persistent link: https://www.econbiz.de/10011597268