On Devising Various Alarm Systems for Insurance Companies
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References listed on IDEAS
- Jean-Luc Besson & Michel M Dacorogna & Paolo de Martin & Michael Kastenholz & Michael Moller, 2009. "How Much Capital Does a Reinsurance Need?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 34(2), pages 159-174, April.
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- Das, S. & Kratz, M., 2012. "Alarm system for insurance companies: A strategy for capital allocation," Insurance: Mathematics and Economics, Elsevier, pages 53-65.
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Keywordsalarm system; capital accumulation function; efficiency; quantitative risk management; risk process; ruin probability;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-19 (All new papers)
- NEP-CIS-2011-02-19 (Confederation of Independent States)
- NEP-IAS-2011-02-19 (Insurance Economics)
- NEP-ORE-2011-02-19 (Operations Research)
- NEP-RMG-2011-02-19 (Risk Management)
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