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isPartOf:"Convergence of capital and insurance markets"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Tan, Ken Seng"
~subject:"Risikomodell"
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Risikomodell
Reinsurance
6
Rückversicherung
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Theorie
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Risk measure
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Risk model
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Distortion risk measure
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Bowley solution
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Marginal indemnification function
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Mathematical programming
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Mathematische Optimierung
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Mean Conditional Value-at-Risk
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Optimal reinsurance
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Optimal reinsurance design
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Premiums
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Tan, Ken Seng
Chi, Yichun
4
Cheung, Ka Chun
3
Young, Virginia R.
3
Asimit, Alexandru V.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Boxma, Onno
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Cai, Jun
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Cui, Wei
2
Ghossoub, Mario
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Heras, Antonio
2
Liang, Xiaoqing
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Zeng, Yan
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Zhuang, Sheng Chao
2
Badescu, Alexandru M.
1
Badila, E. S.
1
Bai, Lihua
1
Balbás, Raquel
1
Barrieu, Pauline
1
Beer, Simone
1
Ben Salah, Zied
1
Brachetta, M.
1
Braun, Alexander
1
Castañer, Anna
1
Castaño-Martínez, A.
1
Ceci, C.
1
Chen, Shumin
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Claramunt, Maria Mercè
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Duan, Baige
1
Elpidorou, Valandis
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Ettlin, Nicolas
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Faias, José Afonso
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Farkas, Walter
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Frostig, Esther
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Garrido, José
1
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Gu, Ailing
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Convergence of capital and insurance markets
Insurance / Mathematics & economics
European journal of operational research : EJOR
1
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ECONIS (ZBW)
3
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A Bowley solution with limited ceded risk for a monopolistic reinsurer
Chi, Yichun
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 188-201
Persistent link: https://www.econbiz.de/10012242009
Saved in:
2
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
3
Optimal reinsurance with general premium principles
Chi, Yichun
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 180-189
Persistent link: https://www.econbiz.de/10009736117
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