Optimality of general reinsurance contracts under CTE risk measure
Ken Seng Tan; Chengguo Weng; Yi Zhang
| Year of publication: |
2011
|
|---|---|
| Authors: | Ken Seng Tan ; Weng, Chengguo ; Zhang, Yi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 175-187
|
| Subject: | Rückversicherung | Reinsurance | Risiko | Risk | Risikomodell | Risk model | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement | Vertragstheorie | Contract theory |
| 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/10009242047