Optimal reinsurance with premium constraint under distortion risk measures
Yanting Zheng; Wei Cui
| Year of publication: |
2014
|
|---|---|
| Authors: | Zheng, Yanting ; Cui, Wei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 109-120
|
| Subject: | VaR | TVaR | Distortion risk measures | Stop loss reinsurance | Truncated stop-loss reinsurance | Expected value premium principle | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Theorie | Theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Messung | Measurement | Risikomanagement | Risk management | Risiko | Risk |
| 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/10010469167