Reinsurance of multiple risks with generic dependence structures
M. Guerra, A.B. de Moura
| Year of publication: |
2021
|
|---|---|
| Authors: | Guerra, Manuel ; Moura, Alexandra Bugalho de |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 547-571
|
| Subject: | Dependent risks | Expected utility | Premium calculation principles | Randomized reinsurance treaties | Reinsurance | Rückversicherung | Theorie | Theory | Risiko | Risk | Erwartungsnutzen | Risikomodell | Risk model | Risikomanagement | Risk management | 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.2021.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793952