On the optimal management of counterparty risk in reinsurance contracts
Year of publication: |
2022
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Authors: | Reichel, Lukas ; Schmeiser, Hato ; Schreiber, Florian |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 201.2022, p. 374-394
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Subject: | Optimal reinsurance | Counterparty risk | Hedging | Diversification | Rückversicherung | Reinsurance | Risikomanagement | Risk management | Theorie | Theory | Derivat | Derivative | Kreditrisiko | Credit risk | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Diversifikation |
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