Andreas Kull

BerninaRe Ltd.

Victoria Place

31 Victoria Street

Hamilton, HM1

Bermuda

University of Basel, Actuarial Science, Department of Mathematics and Computer Science

Petersplatz 1

Basel, CH-4003

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

742

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Novel Derivation and Interpretation of the Kelly Criterion

Number of pages: 18 Posted: 22 Mar 2021 Last Revised: 02 Nov 2021
Andreas Kull and Andreas Kull
University of Basel, Actuarial Science, Department of Mathematics and Computer ScienceBerninaRe Ltd.
Downloads 611 (56,362)

Abstract:

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long term capital growth, Kelly criterion, investment strategies, parameter uncertainty

2.

Optimal Risk-Sharing Across a Network of Insurance Companies

Insurance: Mathematics and Economics, 95, 39-47 (2020), Swiss Finance Institute Research Paper No. 20-52
Number of pages: 23 Posted: 29 Jun 2020 Last Revised: 09 Sep 2020
Nicolas Ettlin, Walter Farkas, Andreas Kull, Andreas Kull and Alexander Smirnow
University of Basel, Actuarial Science, Department of Mathematics and Computer Science, University of Zurich - Department of Banking and Finance, University of Basel, Actuarial Science, Department of Mathematics and Computer ScienceBerninaRe Ltd. and University of Zurich - Department of Banking and Finance
Downloads 131 (275,406)

Abstract:

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risk transfer, risk-based capital, reinsurance, return optimisation, conditional expected shortfall