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Insurance portfolio risk retention

Frees, Edward W. - In: North American actuarial journal 21 (2017) 4, pp. 526-551

Persistent link: https://www.econbiz.de/10011858635

Approximation of the initial reserve for known ruin probabilities

Frees, Edward W. - In: Insurance / Mathematics & economics 5 (1986) 3, pp. 187-196

Persistent link: https://www.econbiz.de/10001026419

Assessing cross-sectional correlation in panel data

Frees, Edward W. - In: Journal of econometrics 69 (1995) 2, pp. 393-414

Persistent link: https://www.econbiz.de/10001188564

Forecasting state-to-state migration rates

Frees, Edward W. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 153-167

Persistent link: https://www.econbiz.de/10001124469

Estimating the cost of a warranty

Frees, Edward W. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 79-86

Persistent link: https://www.econbiz.de/10001044768

Constructing insurable risk portfolios

Frees, Edward W. - 2025 - First edition

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....

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