Multi-constrained optimal reinsurance model from the duality perspectives
Ka Chun Cheung, Wanting He, He Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Cheung, Ka Chun ; He, Wanting ; Wang, He |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 199-214
|
| Subject: | Distortion risk measure | Duality | Generalized Neyman-Pearson lemma | Optimal reinsurance | Rückversicherung | Reinsurance | Theorie | Theory | Risikomaß | Risk measure | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014466212