Add to ORKGAn insurance company is considered as an intermediary between policyholders and the capital market. By applying the traditional and the generalized version of the capital asset pricing model, a class of premium principles can be derived. This class is fully compatible with Bühlmann's economic premium principle. Moreover, insurance premiums can be directly related to risk premiums on the stock exchang
We present the first step in a program to develop a comprehensive, unified equilibrium theory of ass...
Risk premium measures in general equilibrium asset pricing models do not absorb all the risk attribu...
This paper is intended to show how premiums are related to the stability criterion imposed on a port...
An insurance company is considered as an intermediary between policyholders and the capital market. ...
We give an extension of the Economic Premium Principle treated in Astin Bulletin, Volume 11 where on...
(a) The notion of premium calculation principle has become fairly generally accepted in the risk the...
This contribution relates to the use of risk measures for determining (re)insurers’ economic capital...
In this paper we re-visit the principles of insurance pricing, using a modern economic valuation fra...
This dissertation concerns itself with two important issues in property-liability insurance: the ins...
This paper investigates the risk consolidation of insurance companies (stock corporations) on the ba...
This paper presents a welfare analysis of several capital insurance programs in a rational expectati...
The theory of risk exchange is applied on the allocation of financial risk in capital markets. It is...
The theory and practice of risk measurement provides a point of intersection between risk management...
The highly skewed and heavy tailed distributions used to model insurance losses (claims) raise a con...
Capital level has significant impact on policy premium and shareholder return. A company with less c...
We present the first step in a program to develop a comprehensive, unified equilibrium theory of ass...
Risk premium measures in general equilibrium asset pricing models do not absorb all the risk attribu...
This paper is intended to show how premiums are related to the stability criterion imposed on a port...
An insurance company is considered as an intermediary between policyholders and the capital market. ...
We give an extension of the Economic Premium Principle treated in Astin Bulletin, Volume 11 where on...
(a) The notion of premium calculation principle has become fairly generally accepted in the risk the...
This contribution relates to the use of risk measures for determining (re)insurers’ economic capital...
In this paper we re-visit the principles of insurance pricing, using a modern economic valuation fra...
This dissertation concerns itself with two important issues in property-liability insurance: the ins...
This paper investigates the risk consolidation of insurance companies (stock corporations) on the ba...
This paper presents a welfare analysis of several capital insurance programs in a rational expectati...
The theory of risk exchange is applied on the allocation of financial risk in capital markets. It is...
The theory and practice of risk measurement provides a point of intersection between risk management...
The highly skewed and heavy tailed distributions used to model insurance losses (claims) raise a con...
Capital level has significant impact on policy premium and shareholder return. A company with less c...
We present the first step in a program to develop a comprehensive, unified equilibrium theory of ass...
Risk premium measures in general equilibrium asset pricing models do not absorb all the risk attribu...
This paper is intended to show how premiums are related to the stability criterion imposed on a port...