Risk- and value-based management for non-life insurers under solvency constraints
Johanna Eckert, Nadine Gatzert
| Year of publication: |
16 April 2018
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| Authors: | Eckert, Johanna ; Gatzert, Nadine |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 266.2018, 2 (16.4.), p. 761-774
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| Subject: | Non-life insurance | Solvency II | Shareholder value optimization | Default-risk-driven premium | Copulas | Shareholder Value | Shareholder value | EU-Versicherungsrecht | European insurance law | Theorie | Theory | Versicherung | Insurance | Risikomodell | Risk model | Multivariate Verteilung | Multivariate distribution | Schadenversicherung | Property-casualty insurance | Versicherungsmathematik | Actuarial mathematics | Risikomanagement | Risk management |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.10.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011811930