Arxiv
| Presentation Name： | Surplus Allocation using Coherent Utility Functions |
|---|---|
| Presenter： | Professor Freddy Delbaen |
| Date： | 2017-09-07 |
| Location： | 光华东主楼1501 |
| Abstract： | The surplus of an insurance business needs to be distributed according to initial investment, premiums paid and risk bearing. Using coherent risk measures we give a possible solution in different insurance models. This is joint work with Prof. Delia Coculescu of the University of Zurich. |
| Annual Speech Directory： | No.190 |
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