Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
Yaodi Yong, Ka Chun Cheung and Yiying Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Yong, Yaodi ; Cheung, Ka Chun ; Zhang, Yiying |
| Subject: | Bowley solution | default risk | expected value premium principle | Optimal reinsurance | partial recovery | Rückversicherung | Reinsurance | Theorie | Theory | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Risikomodell | Risk model | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk | Insolvenz | Insolvency | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2024.24 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015154573