Nicolas Ettlin

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

Petersplatz 1

Basel, CH-4003

Switzerland

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Scholarly Papers (1)

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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
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
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Abstract:

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