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subject:"Disaster"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Kontrolltheorie"
~subject:"Probability theory"
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Search: subject_exact:"Rückversicherung"
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Disaster
Kontrolltheorie
Probability theory
Rückversicherung
148
Reinsurance
143
Theorie
103
Theory
103
Portfolio selection
47
Portfolio-Management
47
Risikomodell
44
Risk model
44
Risk
34
Risk management
33
Risiko
32
Risikomanagement
32
Risk measure
32
Risikomaß
31
Stochastic process
31
Stochastischer Prozess
31
Optimal reinsurance
19
Measurement
15
Messung
15
Game theory
14
Spieltheorie
14
Insurance
13
Time consistency
12
Zeitkonsistenz
12
Control theory
11
Nash equilibrium
11
Nash-Gleichgewicht
11
Proportional reinsurance
11
Versicherung
11
Investment
10
Robust statistics
10
Robustes Verfahren
10
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
Wahrscheinlichkeitsrechnung
9
Actuarial mathematics
7
Hamilton-Jacobi-Bellman equation
7
Stochastic control
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English
21
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Young, Virginia R.
3
Brachetta, M.
2
Ceci, C.
2
Li, Zhongfei
2
Liang, Xiaoqing
2
Zeng, Xudong
2
Zeng, Yan
2
Badila, E. S.
1
Bai, Lihua
1
Boxma, Onno
1
Cai, Jun
1
Castañer, Anna
1
Chen, Shumin
1
Claramunt, Maria Mercè
1
Faias, José Afonso
1
Goegebeur, Yuri
1
Gu, Ailing
1
Guan, Huiqi
1
Guedes, José C.
1
Guillou, Armelle
1
Guo, Xianping
1
Lefevre, Claude
1
Li, Danping
1
Liang, Zhibin
1
Liang, Zongxia
1
Liu, Yanchu
1
Luo, Shangzhen
1
Pedersen, Tine
1
Preischl, M.
1
Qin, Jing
1
Resing, J. A. C.
1
Shen, Yang
1
Subramanian, Ajay
1
Taksar, Michael I.
1
Thonhauser, S.
1
Viens, Frederi G.
1
Wang, Jinjing
1
Weng, Chengguo
1
Xu, Lin
1
Yao, Dingjun
1
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Insurance / Mathematics & economics
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Working paper / National Bureau of Economic Research, Inc.
8
Risks : open access journal
7
Scandinavian actuarial journal
7
NBER Working Paper
6
The financing of catastrophe risk
6
NBER working paper series
5
Convergence of capital and insurance markets
3
Journal of mathematical finance
3
Risk management and insurance review
3
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
Catastrophic risks and insurance : proceedings, [OECD Conference on Catastrophic Risks and Insurance]
2
Journal of risk management in financial institutions
2
The Geneva papers on risk and insurance - issues and practice
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers / Bank for International Settlements
2
World Bank technical paper
2
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
2
34th Seminar of the European Group of Risk and Insurance Economists (EGRIE) 17 - 19 September 2007 Cologne
1
Advances in Pacific Basin business, economics, and finance
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
Applied financial economics
1
Arbeitspapiere / Universität Osnabrück, Institut für Handels- und Wirtschaftsrecht
1
Asia-Pacific journal of regional science
1
Asia-Pacific journal of risk and insurance : APJRI
1
Astin bulletin : the journal of the International Actuarial Association
1
BIS quarterly review : international banking and financial market developments
1
BIS working papers
1
Boletín de estudios económicos
1
CESifo forum : a bi-monthly journal on European economic issues
1
CIRRELT
1
Cambridge journal of regions, economy and society
1
Coping with uncertainty : modeling and policy issues
1
Discussion paper / Institute of Social and Economic Research
1
Discussion papers / CEPR
1
Economic review : journal of economics & business
1
Economics bulletin : EB
1
Economics of disasters and climate change
1
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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
Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang
;
Zou, Bin
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
Saved in:
3
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:
4
The diffusion of complex securities : the case of CAT bonds
Faias, José Afonso
;
Guedes, José C.
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 46-57
Persistent link: https://www.econbiz.de/10012169496
Saved in:
5
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
6
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:
7
Optimal proportional reinsurance and investment for stochastic factor models
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 15-33
Persistent link: https://www.econbiz.de/10012058904
Saved in:
8
Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model
Preischl, M.
;
Thonhauser, S.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 82-91
Persistent link: https://www.econbiz.de/10012058918
Saved in:
9
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:
10
Reinsurance versus securitization of catastrophe risk
Subramanian, Ajay
;
Wang, Jinjing
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011929837
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