Actuarial versus Financial Pricing of Insurance
Actuarial versus Financial Pricing of Insurance
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DOI：
10.1108/eb043451
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发表时间：
2000-03
期刊：
影响因子：
--
通讯作者：
P. Embrechts
中科院分区：
文献类型：
--
作者：
P. Embrechts
This article discusses issues common to the pricing of both insurance and finance. These include increasing collaboration between insurance companies and banks, deregulation of various insurance and finance markets, integrated risk management, and the emergence of financial engineering as a new profession. Rather than attempting to give an exhaustive exposition of the issues at hand, the author highlights developments that, from a methodological point of view, offer new insight into the comparison of pricing mechanisms between insurance and finance.
