Narrow search
Showing 1 - 4 of 4
Cover Image
Actuarial pricing with financial methods
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
Cover Image
The multiobjective nature of Bonus-Malus systems in insurance companies
Heras, Antonio; Balbás de la Corte, Alejandro; … - In: Multiple criteria decision making in finance, insurance …, (pp. 159-169). 2015
Persistent link: https://www.econbiz.de/10011374138
Cover Image
Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444
Cover Image
Actuarial Pricing with Financial Methods
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - 2021
The objective of this paper is twofold. On the one hand, the optimal combination of reinsurance and financial investment is studied under a general framework, since there is no specific type of reinsurance contract, there is no specific dynamics of the financial instruments, the financial market...
Persistent link: https://www.econbiz.de/10013321787