Constructing insurable risk portfolios

Edward W. Frees

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.

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Year of publication:	2025 ; First edition
Authors:	Frees, Edward W.
Publisher:	Boca Raton : CRC Press
Subject:	Portfolio-Management \| Portfolio selection \| Risikomodell \| Risk model \| Theorie \| Theory \| Versicherung \| Insurance \| Risiko \| Risk \| Risikomanagement \| Risk management

Extent:	1 online resource (338 pages) illustrations
Series:	Series in Actuarial Science
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-003-46956-8 ; 1-003-46956-6 ; 978-1-040-31073-1 ; 1-040-31073-7 ; 978-1-040-31077-9 ; 1-040-31077-X ; 978-1-032-74504-6
Other identifiers:	10.1201/9781003469568 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015334939