6 Portfolio Choice and Asset Pricing

Chapters in this book

1. Frontmatter i
2. Contents v
3. List of figures xi
4. List of tables xiii
5. Preface xv
6. 1 Introduction to Modern Insurance 1
7. 2 Risks in the Insurance Sector 30
8. 3 Insurance Pricing 51
9. 4 Modeling Supply and Demand 81
10. 5 Reinsurance 114
11. 6 Portfolio Choice and Asset Pricing 133
12. 7 Research Topics and Policy Implications 155
13. Appendix A Data Appendix 162
14. Appendix B Optimality Conditions for a Multiproduct Insurer 166
15. Bibliography 169
16. Index 177