Expected Risk-Adjusted Return for Insurance Based Models

Topics:
Insurance
Tags:
Business Operations,
Corporate Insurance,
ETH Zurich,
Finance,
Financial Planning,
Insurance,
Management,
Return,
Strategy
Source:
ETH Zurich

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Overview: This paper focuses on the kinds of risks, which can be represented by random variables. In particular, the paper analyzes a model denoting the risk portfolio of an insurance company. The paper supposes that the management steers the company by choosing the numbers of independent risks so as to improve the overall expected risk-adjusted return, defined as the expected return divided by the assigned risk capital.

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Format: PDF | Size: 869KB | Date: Sep 2000 | Pages: 78

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