Optimal reinsurance with multivariate risks and dependence uncertainty
Tolulope Fadina, Junlei Hu, Peng Liu, Yi Xia
| Year of publication: |
2025
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|---|---|
| Authors: | Fadina, Tolulope ; Hu, Junlei ; Liu, Peng ; Xia, Yi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 321.2025, 1 (16.2.), p. 231-242
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| Subject: | Dependence uncertainty | Expected Shortfall | Multivariate risks | Optimal reinsurance | Range-Value-at-Risk | Value-at-Risk | Risiko | Risk | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Theorie | Theory | Risikomanagement | Risk management | Risikomodell | Risk model | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.09.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015094950