English
Deutsch
Log In
Email address
Password
Log-in (only for Administrators)
or
Login with HSG credentials
Research Outputs
Projects
People
Statistics
English
Deutsch
Log In
Email address
Password
Log-in (only for Administrators)
or
Login with HSG credentials
Home
HSG CRIS
HSG Publications
Optimal pooling strategies under heterogeneous risk classes
Export
Statistics
Options
Optimal pooling strategies under heterogeneous risk classes
Journal
Journal of Risk Finance
ISSN
1526-5943
Type
journal article
Date Issued
2020
Author(s)
Klein, Florian
Schmeiser, Hato
DOI
10.1108/JRF-11-2019-0222
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
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/112896
Subject(s)
economics
business studies
finance
Division(s)
I.VW - Institute of I...
Eprints ID
266897