Abstract
Introduces the distinction between systematic and diversifiable risk to the insurance problem, a lucid application of CAPM.
Volume
May
Page
52-83
Year
1979
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Systematic Risk Models
CAPM
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Systematic Risk Models
Extensions of CAPM
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Covariance Methods
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
RAROC
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Traditional Risk Load (Profit Margin);
Publications
CLRS Transcripts
Prizes
Michelbacher Prize
