Relative Importance of Risk Sources in Insurance Systems

DOI10.1080/10920277.1998.10595694zbMath1081.62562OpenAlexW2135941377MaRDI QIDQ5718287

Edward W. Frees

Publication date: 13 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.1998.10595694

Mathematics Subject Classification ID

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

Related Items

On multivariate countermonotonic copulas and their actuarial application ⋮ Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods ⋮ Tail Conditional Expectations for Elliptical Distributions ⋮ Designing Effective Graphs ⋮ Some further ideas concerning the interaction between insurance and investment risks ⋮ Factor risk quantification in annuity models ⋮ Tail Variance Premium with Applications for Elliptical Portfolio of Risks ⋮ Stochastic analysis in life office management: applications to large annuity portfolios

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximation Theorems of Mathematical Statistics
• Risk Aversion with Random Initial Wealth
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Risk Aversion in the Small and in the Large

This page was built for publication: Relative Importance of Risk Sources in Insurance Systems