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Efficient risk allocation within a non-life insurance group under Solvency II Regime
Work
Year: 2015
Type: article
Abstract: Intra-group transfers are risk management tools that are usually widely used to optimise the risk position of an insurance group. In this paper, it is shown that premium and liability transfers could ... more
Source: Insurance Mathematics and Economics
Authors Alexandru V. Asimit, Alexandru Badescu, Steven Haberman, Eun-Seok Kim
Institutions City, University of London, University of Calgary, Middlesex University
Cites: 25
Cited by: 19
Related to: 10
FWCI: 6.554
Citation percentile (by year/subfield): 95.68
Topic: Insurance and Financial Risk Management
Subfield: Economics and Econometrics
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid
APC paid (est): $2,960