A constraint-free approach to optimal reinsurance
Hans U. Gerber, Elias S.W. Shiu and Hailiang Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Gerber, Hans U. ; Shiu, Elias S. W. ; Yang, Hailiang |
| Subject: | Borch's theorem | constraint-free approach | convex premium principle | expected utility | Optimal reinsurance | Pareto-optimal risk exchange | Rückversicherung | Reinsurance | Theorie | Theory | Erwartungsnutzen | Expected utility | Risikomodell | Risk model | Risiko | Risk | Pareto-Optimum | Pareto efficiency | Versicherungsökonomik | Economics of insurance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1488272 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194932