Prospect theory and risk appetite: an application to traders’ strategies in the financial market

083079 (E50) Beneficial changes in rando

083079 (E50) Beneficial changes in random variables via copulas: An application to insurance : Tibiletti L., The Geneva Papers on Risk and Insurance Theory, Volume 20, N° 2, 1995, pp. 191–202

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 90 KB

This paper describes a practical model for measuring insurance risk. it was designed for our company, F&G Re, Inc., a world-wide, multi-line, non-life treaty reinsurer. The Stability and spread of risk by geographic zone and by type of model reflects profitability and spread of risk by geographic zo