Constructing Insurable Risk Portfolios
portes grátis
Constructing Insurable Risk Portfolios
Frees, Edward W.
Taylor & Francis Ltd
04/2025
310
Dura
Inglês
9781032745046
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1. Introduction. 2. Risk Retention Functions. 3. Balancing Retained Risk and Risk Transfer Cost. 4. Transferring Multiple Risks including Reinsurance. 5. Excess of Loss for Two Risks. 6. Managing Portfolios of Insurable Risks. 7. Simulating Multivariate Risks. 8. Risk Retention Case Studies. 9. Stress Testing, Sensitivity, and Robustness. 10. Sensitivity and Data Uncertainty. 11. Risk Retention Conditions. 12. The Role of Dependence in Managing Insurable Risks.
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insurance;actuarial;risk retention;constrained optimization;loss distribution;risk measures;portfolio optimization
1. Introduction. 2. Risk Retention Functions. 3. Balancing Retained Risk and Risk Transfer Cost. 4. Transferring Multiple Risks including Reinsurance. 5. Excess of Loss for Two Risks. 6. Managing Portfolios of Insurable Risks. 7. Simulating Multivariate Risks. 8. Risk Retention Case Studies. 9. Stress Testing, Sensitivity, and Robustness. 10. Sensitivity and Data Uncertainty. 11. Risk Retention Conditions. 12. The Role of Dependence in Managing Insurable Risks.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
