Optimal reinsurance and portfolio selection : comparison between partial and complete information models
Bong-Gyu Jang, Kyeong Tae Kim, Hyun-Tak Lee
| Year of publication: |
2022
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|---|---|
| Authors: | Jang, Bong-Gyu ; Kim, Kyeong Tae ; Lee, Hyun-Tak |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 28.2022, 1, p. 208-232
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| Subject: | certainty equivalent wealth | information quality | partial information | risk-adjusted premium | Theorie | Theory | Portfolio-Management | Portfolio selection | Rückversicherung | Reinsurance | Unvollkommene Information | Incomplete information | Informationsökonomik | Economics of information | Adverse Selektion | Adverse selection | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12303 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795706