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isPartOf:"Convergence of capital and insurance markets"
~accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Wahrscheinlichkeitsrechnung"
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Search: subject_exact:"Rückversicherung"
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Wahrscheinlichkeitsrechnung
Reinsurance
84
Rückversicherung
84
Theorie
61
Theory
61
Portfolio selection
32
Portfolio-Management
32
Risikomodell
31
Risk model
31
Risk
22
Risk management
22
Risk measure
22
Risikomanagement
21
Risikomaß
21
Risiko
20
Optimal reinsurance
15
Stochastic process
13
Stochastischer Prozess
13
Game theory
11
Spieltheorie
11
Nash equilibrium
10
Nash-Gleichgewicht
10
Robust statistics
9
Robustes Verfahren
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Measurement
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Messung
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Decision under uncertainty
7
Entscheidung unter Unsicherheit
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Proportional reinsurance
7
Time consistency
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Zeitkonsistenz
7
Control theory
6
Insurance
6
Kontrolltheorie
6
Mathematical programming
6
Mathematische Optimierung
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Probability theory
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Distortion risk measure
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Distortion risk measures
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Young, Virginia R.
3
Liang, Xiaoqing
2
Chen, Shumin
1
Goegebeur, Yuri
1
Guillou, Armelle
1
Li, Danping
1
Liang, Zhibin
1
Liu, Yanchu
1
Pedersen, Tine
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Qin, Jing
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Weng, Chengguo
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Xu, Lin
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Yao, Dingjun
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Zhang, Liming
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Convergence of capital and insurance markets
Insurance / Mathematics & economics
Scandinavian actuarial journal
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
Journal of mathematical finance
1
Mathematical methods of operations research : ZOR
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Risks : open access journal
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ECONIS (ZBW)
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1
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
2
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
3
Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin
;
Liu, Yanchu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
Saved in:
4
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
5
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
6
Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin
;
Zhang, Liming
;
Yao, Dingjun
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
Saved in:
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