Optimal pooling strategies under heterogeneous risk classes
Journal
Journal of Risk Finance
ISSN
1526-5943
Type
journal article
Date Issued
2020
Author(s)
Abstract (De)
The purpose of this paper is to determine optimal pooling strategies from the perspective of an insurer’s shareholders underlying a default probability driven premium loading and convex price-demand functions.
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
SOF - System-wide Risk in the Financial System
Refereed
Yes
Publisher
Emerald Group Publishing Limited
Volume
21
Number
3
Start page
271
End page
298
Pages
28
Subject(s)
Division(s)
Eprints ID
266897