Optimal reinsurance from the perspectives of both an insurer and a reinsurer
By Jun Cai, Christiane Lemieux and Fangda Liu
| Year of publication: |
2016
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| Authors: | Cai, Jun ; Lemieux, Christiane ; Liu, Fangda |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 815-849
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| Subject: | Optimal reinsurance | value-at-risk | insurer’s loss | reinsurer’s profit | expected value reinsurance principle | Rückversicherung | Reinsurance | Theorie | Theory | Risikomanagement | Risk management | Versicherung | Insurance | Risikomaß | Risk measure | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2015.23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670010