Optimal reinsurance with regulatory initial capital and default risk
Jun Cai; Christiane Lemieux; Fangda Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Cai, Jun ; Lemieux, Christiane ; Liu, Fangda |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 57.2014, p. 13-24
|
| Subject: | Optimal reinsurance | Reinsurance premium | Value-at-risk | Counterparty default risk | Utility function | Convex order | Rückversicherung | Reinsurance | Kreditrisiko | Credit risk | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Nutzenfunktion | Insolvenz | Insolvency | Risikomodell | Risk model | Risiko | Risk |
| 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/10010402747