Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
ZhiYi Lu; LePing Liu; ShengWang Meng
| Year of publication: |
2013
|
|---|---|
| Authors: | Lu, ZhiYi ; Liu, LePing ; Meng, ShengWang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 1, p. 46-51
|
| Subject: | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Risikomanagement | Risk management | Messung | Measurement |
| 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/10009719008