Financial pricing of insurance

D Bauer, RD Phillips, GH Zanjani - Handbook of insurance, 2013 - Springer
… separate financial and insurance events in some specific sense and many such “closeness”
criteria provide the same result—namely to price financial risks according to financial pricing

Actuarial versus financial pricing of insurance

P Embrechts - The Journal of Risk Finance, 2000 - emerald.com
… In addition to the existence of a financial bridge to actuarial pricing, the sum mary in this
article also will have indicated that there is something like an actuarial bridge to financial pricing. …

[图书][B] Financial pricing of insurance in the multiple-line insurance company

RD Phillips - 1994 - search.proquest.com
… to develop a financial pricing model of insurance that allows … of previous financial models of
insurance: namely, the inability … by line; rather, the outcome price of insurance in a given line …

Statistical and financial models of insurance pricing and the insurance firm

JD Cummins - The Journal of Risk and Insurance, 1991 - JSTOR
… Two of the most important are: (1) the pure statistical model of insurance risk pools, which …
financial model of the insurance firm and insurance pricing that draws upon modern financial

[图书][B] Financial pricing of property and liability insurance

JD Cummins - 1992 - Springer
… of insurance. This paper reviews the theory of financial pricing of insurance and proposes
… The review covers the insurance capital asset pricing model CAPM, discounted cash-flow …

[PDF][PDF] A unifying approach to pricing insurance and financial risk

A Kull - CAS Forum Winter, 2003 - Citeseer
financial and insurance pricing by introducing some of the concepts of modem finance and
information theory into insurance… For our purpose, the concepts of non-arbitrage pricing and …

Fuzzy financial pricing of property-liability insurance

J David Cummins, RA Derrig - North American actuarial journal, 1997 - Taylor & Francis
… premiums, and other factors affecting the pricing decision is subjective and thus difficult to
… -known insurance financial pricing model, provide numerical examples of fuzzy pricing, and …

Pricing life insurance: Combining economic, financial, and actuarial approaches

H Mao, JM Carson, KM Ostaszewski… - Journal of Insurance …, 2004 - JSTOR
… Abstract: This paper examines the pricing of term life insurance based on the economic
approach of profit maximization, and incorporating the financial approach of stochastic interest …

Applications of financial pricing models in property-liability insurance

JD Cummins, RD Phillips - Handbook of insurance, 2000 - Springer
financial pricing of insurance and provides some extensions of the existing literature. Financial
pricing differs from traditional actuarial pricing … in determining the price of insurance. Thus, …

Risk pricing practices in finance, insurance and construction

S Laryea - 2008 - centaur.reading.ac.uk
pricing in the financial sector. Certain mathematical laws and principles of insurance are used
to price risk in the insurance … are described to traditionally price allowances for project risk …