Optimal risk transfer under quantile-based risk measurers
Year of publication: |
2013
|
---|---|
Authors: | Asimit, Alexandru V. ; Badescu, Alexandru M. ; Verdonck, Tim |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 1, p. 252-265
|
Saved in:
Saved in favorites
Similar items by person
-
Optimal risk transfer under quantile-based risk measurers
Asimit, Alexandru V., (2013)
-
Optimal risk transfer under quantile-based risk measurers
Asimit, Alexandru V., (2013)
-
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V., (2013)
- More ...