Bowley solution under the reinsurer's default risk
Yanhong Chen, Ka Chun Cheung, Yiying Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Yanhong ; Cheung, Ka Chun ; Zhang, Yiying |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 115.2024, p. 36-61
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| Subject: | Bowley solution | Default risk | Expected-value premium principle | Optimal reinsurance | TVaR | VaR | Rückversicherung | Reinsurance | Theorie | Theory | Kreditrisiko | Credit risk | Risikomodell | Risk model | Risikomanagement | Risk management | Insolvenz | Insolvency | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066727