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subject:"Disaster"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Messung"
~subject:"Time consistency"
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Search: subject_exact:"Rückversicherung"
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Disaster
Messung
Time consistency
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
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Risk measure
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Risikomaß
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Stochastischer Prozess
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Optimal reinsurance
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Zeitkonsistenz
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Control theory
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Kontrolltheorie
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Proportional reinsurance
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Versicherung
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Entscheidung unter Unsicherheit
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Li, Zhongfei
4
Shen, Yang
3
Zeng, Yan
3
Assa, Hirbod
2
Cheung, Ka Chun
2
Cui, Wei
2
Ghossoub, Mario
2
Lai, Yongzeng
2
Liang, Zongxia
2
Lu, ZhiYi
2
Lv, Chen
2
Tan, Ken Seng
2
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2
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Boonen, Tim J.
1
Castaño-Martínez, A.
1
Faias, José Afonso
1
Feng, Jian
1
Guan, Guohui
1
Guedes, José C.
1
Heras, Antonio
1
Jiang, Wenjun
1
Li, Bin
1
Li, Danping
1
Li, Yongwu
1
Liu, LePing
1
Major, John A.
1
Meng, LiLi
1
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1
Millossovich, Pietro
1
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1
Pigueiras, G.
1
Ren, Jiandong
1
Rong, Ximin
1
Shen, Qingjie
1
Song, Min
1
Sordo, M. A.
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
NBER working paper series
5
Risks : open access journal
4
Convergence of capital and insurance markets
3
Risk management and insurance review
3
Scandinavian actuarial journal
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
European journal of operational research : EJOR
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
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
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
1
Economics bulletin : EB
1
Economics of disasters and climate change
1
European economy <Luxembourg> / Discussion paper
1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
A continuous-time theory of reinsurance chains
Lv, Chen
;
Shen, Yang
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
Saved in:
7
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Lv, Chen
;
Shen, Yang
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 120-137
Persistent link: https://www.econbiz.de/10012105527
Saved in:
8
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
9
On a family of risk measures based on largest claims
Castaño-Martínez, A.
;
Pigueiras, G.
;
Sordo, M. A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 92-97
Persistent link: https://www.econbiz.de/10012058833
Saved in:
10
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
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