Optimal retention for a stop-loss reinsurance with incomplete information
Xiang Hu, Hailiang Yang, Lianzeng Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Hu, Xiang ; Yang, Hailiang ; Lianzeng, Zhang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 15-21
|
| Subject: | Stop-loss reinsurance | Expectation premium principle | Optimal retention | Value-at-risk | Distribution-free approximation | Stochastic orders | Theorie | Theory | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422850