Reducing risk through pooling and selective reinsurance using simulated annealing : an example from crop insurance
Lysa Porth, Milton S. Boyd and Jeffrey Pai
| Year of publication: |
September 2016
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| Authors: | Porth, Lysa ; Boyd, Milton ; Pai, Jeffrey |
| Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 41.2016, 2, p. 163-191
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| Subject: | crop insurance | reinsurance | pooling | portfolio approach | systemic risk | loss coverage ratio | weather risk | simulated annealing optimization | Agrarversicherung | Agricultural insurance | Rückversicherung | Reinsurance | Risikomanagement | Risk management | Wetter | Weather | Simulation | Risikomodell | Risk model | Risiko | Risk | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s10713-016-0013-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011665503