Enhancing an insurer's expected value by reinsurance and external financing
Yichun Chi, Fangda Liu
| Year of publication: |
2021
|
|---|---|
| Authors: | Chi, Yichun ; Liu, Fangda |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 466-484
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| Subject: | Conditional value at risk | External financing | Insurer's value | Layer reinsurance | Value at risk | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Versicherung | Insurance | Theorie | Theory | Risikomanagement | Risk management | Risikomodell | Risk model | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.08.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793937