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subject:"Disaster"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Messung"
~subject:"Optimal reinsurance"
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Disaster
Messung
Optimal reinsurance
Rückversicherung
148
Reinsurance
143
Theorie
103
Theory
103
Portfolio selection
47
Portfolio-Management
47
Risikomodell
44
Risk model
44
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34
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33
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32
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Time consistency
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Proportional reinsurance
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Versicherung
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Entscheidung unter Unsicherheit
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Asimit, Alexandru V.
3
Cheung, Ka Chun
3
Ghossoub, Mario
3
Assa, Hirbod
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Cai, Jun
2
Cui, Wei
2
Heras, Antonio
2
Hu, Junlei
2
Liang, Xiaoqing
2
Lu, ZhiYi
2
Tan, Ken Seng
2
Weng, Chengguo
2
Young, Virginia R.
2
Badescu, Alexandru M.
1
Balbás, Raquel
1
Brachetta, M.
1
Brandtner, Mario
1
Bäuerle, Nicole
1
Castaño-Martínez, A.
1
Ceci, C.
1
Chi, Yichun
1
Deng, Chao
1
Deng, Yingchun
1
Faias, José Afonso
1
Glauner, Alexander
1
Guedes, José C.
1
He, Junnan
1
He, Wanting
1
Jiang, Wenjun
1
Kürsten, Wolfgang
1
Lemieux, Christiane
1
Li, Bin
1
Liang, Zhibin
1
Liu, Fangda
1
Liu, Haiyan
1
Liu, LePing
1
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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
NBER Working Paper
6
The financing of catastrophe risk
6
European journal of operational research : EJOR
5
NBER working paper series
5
Risks : open access journal
4
Scandinavian actuarial journal
4
Convergence of capital and insurance markets
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
The North American journal of economics and finance : a journal of financial economics studies
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Catastrophic risks and insurance : proceedings, [OECD Conference on Catastrophic Risks and Insurance]
2
Journal of banking & finance
2
Journal of risk management in financial institutions
2
The Geneva papers on risk and insurance - issues and practice
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
Agricultural finance review
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
Computational economics
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
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1
Equilibria and efficiency in a reinsurance market
Zhu, Michael B.
;
Ghossoub, Mario
;
Boonen, Tim J.
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 24-49
Persistent link: https://www.econbiz.de/10014466203
Saved in:
2
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
Saved in:
3
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
Saved in:
4
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
5
Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
Saved in:
6
Optimal reinsurance under the α-maxmin mean-variance criterion
Zhang, Liming
;
Li, Bin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10012793925
Saved in:
7
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:
8
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:
9
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:
10
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
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