Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
Wei Cui; Jingping Yang; Lan Wu
| Year of publication: |
2013
|
|---|---|
| Authors: | Cui, Wei ; Yang, Jingping ; Wu, Lan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 74-85
|
| Subject: | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Theorie | Theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10009785419