Sharing Risk – An Economic Perspective

DOI10.2143/AST.39.2.2044650zbMath1179.91105OpenAlexW2495120581MaRDI QIDQ3653513

Andreas Kull

Publication date: 22 December 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.39.2.2044650

zbMATH Keywords

reinsurancecapital costrisk-based capitaloptimal retentionssharing and pooling of risk

Mathematics Subject Classification ID

Related Items (3)

Optimal risk-sharing across a network of insurance companies ⋮ On randomized reinsurance contracts ⋮ Optimal risk allocation in reinsurance networks

Cites Work

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• Coherent Measures of Risk
• Portfolio Optimization
• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION

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