Insurance Portfolio Risk Retention

DOI10.1080/10920277.2017.1317272zbMath1414.91186OpenAlexW2758437351MaRDI QIDQ5379241

Edward W. Frees

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2017.1317272

zbMATH Keywords

portfolio of insurance risksrisk measure relative marginal changerisk mitigation strategy

Mathematics Subject Classification ID

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

Related Items (2)

Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers ⋮ Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution

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