Balancing an insurance portfolio by class of business

DOI10.1016/0167-6687(87)90003-5zbMath0608.62134OpenAlexW1974090573MaRDI QIDQ1085940

Gregory Clive Taylor

Publication date: 1987

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(87)90003-5

zbMATH Keywords

utility functiondiversificationmodern portfolio theoryinsurer's risk aversion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Underwriting strategy in a competitive insurance environment
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