DETERMINATION OF PRODUCT MIX AND BUSINESS POLICY OF AN INSURANCE COMPANY - PORTFOLIO APPROACH

被引:34
作者
KAHANE, Y [1 ]
机构
[1] HEBREW UNIV JERUSALEM,GRAD SCH BUSINESS,JERUSALEM 91000,ISRAEL
关键词
D O I
10.1287/mnsc.23.10.1060
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:1060 / 1069
页数:10
相关论文
共 14 条
[1]  
AGNEW NH, 1969, MANAGE SCI B-APPL, V15, pB512
[2]  
BERGER P, 1974, AM MARKETING ASSOC P
[3]  
ETGAR M, 1974, THESIS U CALIFORNIA
[4]  
Ferrari J. R., 1967, P CASUALTY ACTUARIAL, V54, P33
[5]   PORTFOLIO APPROACH TO OPTIMIZING STRUCTURE OF CAPITAL CLAIMS AND ASSETS OF A STOCK INSURANCE COMPANY [J].
HAUGEN, RA ;
KRONCKE, CO .
JOURNAL OF RISK AND INSURANCE, 1970, 37 (01) :41-48
[6]  
HAUGEN RA, 1972, J RISK INSURANCE, V38, P305
[7]  
JOSKOW PL, 1971, J FINANCIAL QUAN DEC, P1283
[8]   PORTFOLIO APPROACH TO PROPERTY-LIABILITY INSURANCE INDUSTRY [J].
KAHANE, Y ;
NYE, D .
JOURNAL OF RISK AND INSURANCE, 1975, 42 (04) :579-598
[9]   PORTFOLIO BALANCING CORPORATE ASSETS AND LIABILITIES WITH SPECIAL APPLICATION TO INSURANCE MANAGEMENT [J].
KROUSE, CG .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1970, 5 (01) :77-104
[10]  
Levy H., 1972, INVESTMENT PORTFOLIO