Static risk measures in a frequency-severity framework with systematic risk : application in reinsurance
Hirbod Assa
| Year of publication: |
2025
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| Authors: | Assa, Hirbod |
| Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 29.2025, 1, p. 94-118
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| Subject: | Risiko | Risk | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Risikomodell | Risk model | Risikomanagement | Risk management | Theorie | Theory | Systemrisiko | Systemic risk | Messung | Measurement | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2024.2351050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015371153