Optimal reinsurance with multiple reinsurers : competitive pricing and coalition stability
Tim J. Boonen, Ken Seng Tan, Sheng Chao Zhuang
| Year of publication: |
2021
|
|---|---|
| Authors: | Boonen, Tim J. ; Ken Seng Tan ; Zhuang, Sheng Chao |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 302-319
|
| Subject: | Competition | GlueVaR | Mean Conditional Value-at-Risk | Multiple reinsurers | Premiums | Reinsurance | Rückversicherung | Theorie | Theory | Risikomaß | Risk measure | Preiswettbewerb | Price competition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793929