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Author
Gzik Maciej
Title
Concept of an Insurance Management Game "Managing a Non-Life Insurance Company"
Source
Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa, 2007, nr 17, s. 267-284, rys., bibliogr. 7 poz.
Issue title
Discovering patterns in economic data
Keyword
Strategia zarządzania, Towarzystwa ubezpieczeniowe, Sytuacja makroekonomiczna, Badania empiryczne
Management strategy, Insurance company, Macroeconomic situation, Empirical researches
Note
summ.
Abstract
Considerations presented in the article comprise theoretical game model, which may be the basis for implementing the concept of insurance management game. The described issues are treated as core, based on which the game can be developed by incorporating elements like adverse selection, catastrophic events, distribution channels, hedging instruments. During development stage of the game, one has to remem¬ber about maintaining transparency of the model, since its logic needs to be clear and legible for the players. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
Bibliography
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  4. Daykin C.D., Pentikainen T., Pesonen M., Practical risk theory for actuaries. Chapman and Hall, London, Glasgow, Weinheim, New York, Tokyo, Melbourne, Madras 1994.
  5. Kaufmann R., Gadmer A., Klett R., Introduction to Dynamic Financial Analysis. ASTIN Bulletin, 2001, vol.31, no. 1, p. 213-249.
  6. Lamberton D., Lapeyre R., Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall, London 1996.
  7. Sharpe W., Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 1964, vol. 19, p. 425-442.
Cited by
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ISSN
1232-4671
Language
eng
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