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Constructing Insurable Risk Portfolios

Contributor(s): Frees, Edward W (Author)

ISBN: 9781032745046

Publisher: CRC Press

Hardcover
$160.00
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Pub Date: April 9, 2025

Dewey: 368

LCCN: 2024041905

Lexile Code: 0000

Features: Bibliography, Illustrated, Index

Target Age Group: NA to NA

Physical Info: 0.75" H x 10.00" L x 7.00" W ( 1.74 lbs) 310 pages

Series: Chapman & Hall/CRC Actuarial Science

Descriptions, Reviews, etc.

Description:

Drawing inspiration from Markowitz portfolio theory, it leverages techniques from probability, statistics, and optimization to build algorithms that construct optimal risk insurable portfolios under budget constraints.

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