Abstract
Inflation has hit the non-life insurance companies very hard. In order to combat the negative implications of inflation an adjustment must be made to the required premium. This adjustment can be accomplished by altering both the underwriting mix and the investment portfolio to the estimated rate of inflation. A model is presented that will optimize the product mix for alternative projected inflation rates.
| Original language | English |
|---|---|
| Pages (from-to) | 15-27 |
| Journal | The Journal of Insurance Issues and Practices |
| Volume | 1 |
| Issue number | 2 |
| State | Published - 1977 |