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
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| Authors: | Yong, Yaodi ; Cheung, Ka Chun ; Zhang, Yiying |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 3, p. 738-766
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| 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 |
| 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