Concave distortion risk minimizing reinsurance design under adverse selection
Ka Chun Cheung, Sheung Chi Phillip Yam, Fei Lung Yuen, Yiying Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Cheung, Ka Chun ; Yam, Sheung Chi Phillip ; Yuen, Fei Lung ; Zhang, Yiying |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 91.2020, p. 155-165
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| Subject: | Distortion risk measure | Incentive compatibility | Individual rationality | Principal-agent problem | Risk management | Adverse Selektion | Adverse selection | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Risikomanagement | Risiko | Risk | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242000