Optimal reinsurance under risk and uncertainty
Alejandro Balbás; Beatriz Balbás; Raquel Balbás; Antonio Heras
| Year of publication: |
2015
|
|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel ; Heras, Antonio |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 61-74
|
| Subject: | Risk and uncertainty | Moral hazard | Optimal reinsurance and optimality conditions | Bang-bang solution | The optimal reinsurance linear problem | Rückversicherung | Reinsurance | Theorie | Theory | Risiko | Risk | Moral Hazard | Versicherungsökonomik | Economics of insurance | Risikomanagement | Risk management |
| 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/10010484830