“Quantifying the Concentration Level Of The Risk Portfolio By Means Of The Simpson Index,”

Abstract:

In time, the risk, the key element in insurance was left to the actuaries. However, the portfolio management can provide us with new methods and tools designed to mitigate the risk by diversifying the portfolio. Moreover, starting from the classical theory of the portfolio management, we identified a new tool for measuring the diversity, an indicator borrowed from biology, meant to supply us with an additional support in managing the risk portfolio.