Optimal reinsurance design with distortion risk measures and asymmetric information
by Tim J. Boonen and Yiying Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Boonen, Tim J. ; 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. 51.2021, 2, p. 607-629
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| Subject: | asymmetric information | distortion risk measure | incentive compatibility | individual rationality | Optimal reinsurance | Asymmetrische Information | Asymmetric information | Rückversicherung | Reinsurance | Theorie | Theory | Risikomaß | Risk measure | Adverse Selektion | Adverse selection | Messung | Measurement | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012523259