About this document
Optimal Insurance Portfolio Selection by Eniger Krain is a document available to read on EtoBox.
This document discusses applying portfolio selection techniques used in investment to property and liability insurance lines. It proposes using combined loss and expense ratios to determine expected return and variability of return for each insurance line, allowing them to be analyzed similarly to investment securities. While insurance and investments differ in how gains and losses are realized, this approach focuses on expected returns and variability, which are important factors for both. The document aim
- Author
- Eniger Krain
- Language
- EN