An insurer's optimal strategy towards a new independent business

• المؤلفون الرئيسيون: Chi, Yichun, Huang, Yuxia, Tan, Ken Seng
• مؤلفون آخرون: Nanyang Business School
• التنسيق: مقال
• اللغة: English
• منشور في: 2023
• الموضوعات: Business::Finance; Conditional Value at Risk; Underwriting New Business
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/172358

In this paper, we investigate the optimal decision making of an insurer towards a new insurable business, whose risk is independent of the existing risk faced by the insurer. We assume that the insurer, with the objective of maximizing the expected utility of its final wealth, together with the solv...