Optimal dividend and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes
Dingjun Yao, Hua Zhou, Gongpin Cheng
| Year of publication: |
2024
|
|---|---|
| Authors: | Yao, Dingjun ; Zhou, Hua ; Cheng, Gongpin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 1, Art.-No. 106010, p. 1-16
|
| Subject: | Dividend | Refinancing | Multiple reinsurers | Risk attitude | Terminal value | Dividende | Risikopräferenz | Rückversicherung | Reinsurance | Risikomodell | Risk model | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Versicherung | Insurance | Risikoaversion | Risk aversion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015079718