在线客服: 点击这里给我发消息  新用户使用步骤:会员注册→充值→重新登入→进入资源
标题:Insurance Market Effects of Risk Management Metrics
时间:2019-06-12 17:27:20
DOI:10.1057/grir.2009.2
作者:Carole Bernard;Weidong Tian
出版源: 《Geneva Risk & Insurance Review》 ,2010 ,35 (1) :47-80
摘要:We extend the classical analysis on optimal insurance design to the case when the insurer implements regulatory requirements (Value-at-Risk). Presumably, r...
大小:461 kb
页数:35 PAGES
下载: 点击下载
预览:

浏览器不支持嵌入PDF阅读,打开新页面在线阅读

目录:
  • Insurance Market Effects of Risk Management Metrics
    • Introduction
    • The model
      • From the insurer's perspective
      • From the insured's perspective
    • Previous literature
      • Benchmark contracts
    • Feasible constraints in Problems 2.1 and 2.2
    • Optimal design for the insurer
      • Numerical examples
      • Analysis
    • Optimal design for insured
      • Analysis
    • Conclusions
    • Acknowledgements
    • Notes
    • References
    • Appendix A
      • Proof in Section 3: Constraints Feasibility
    • Appendix B
      • Proof of Proposition 1: Optimal design for the insurer
    • Appendix C
      • Proof of Proposition 1: Optimal design for the insured

本页内容由网络收集而来,版权归原创者所有,如有侵权请及时联系