Optimal reinsurance in the presence of counterparty default risk
Alexandru V. Asimit; Alexandru M. Badescu; Ka Chun Cheung
| Year of publication: |
2013
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Badescu, Alexandru M. ; Cheung, Ka Chun |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 690-697
|
| Subject: | Counterparty default risk | Distorted risk measure | Expected policyholder deficit | Premium principle | Optimal reinsurance | Value-at-risk | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Theorie | Theory | Risikomodell | Risk model | Risikomanagement | Risk management | Risikoprämie | Risk premium | Insolvenz | Insolvency | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227904