Optimal insurance with counterparty and additive background risk
Yanhong Chen
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Yanhong |
| Subject: | background risk | counterparty risk | mean-variance optimization | Optimal insurance | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance | Theorie | Theory | Risiko | Risk | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kreditrisiko | Credit risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2024.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015055300