Constructing Insurable Risk Portfolios
portes grátis
Constructing Insurable Risk Portfolios
Frees, Edward W.
Taylor & Francis Ltd
04/2025
310
Dura
9781032745046
Pré-lançamento - envio 15 a 20 dias após a sua edição
Descrição não disponível.
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.
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.
