Catastrophe reinsurance pricing-modification of dynamic asset-liability management
Han-Bin Kang, Hsuling Chang, Tsangyao Chang
| Year of publication: |
2022
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|---|---|
| Authors: | Kang, Han-Bin ; Chang, Hsuling ; Chang, Tsangyao |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 25.2022, 4, p. 5-20
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| Subject: | catastrophe reinsurance | catastrophe bonds | asset-liability management | Monte-Carlo simulation | Rückversicherung | Reinsurance | Katastrophe | Disaster | Risikomodell | Risk model | Simulation | Theorie | Theory | Portfolio-Management | Portfolio selection | Bilanzstrukturmanagement | Asset-liability management | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013530987