On marine liability portfolio modeling
by William Guevara-Alarcón, Hansjörg Albrecher and Parvez Chowdhury
| Year of publication: |
2020
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|---|---|
| Authors: | Guevara Alarcon, William ; Albrecher, Hansjörg ; Chowdhury, Parvez |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 1, p. 61-93
|
| Subject: | Marine insurance | extreme value theory | Pareto distribution | optimal reinsurance | Rückversicherung | Reinsurance | Theorie | Theory | Portfolio-Management | Portfolio selection | Transportversicherung | Transportation insurance | Risikomaß | Risk measure | Ausreißer | Outliers | Risikomanagement | Risk management | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194112