Risk-adjusted Bowley reinsurance under distorted probabilities
Ka Chun Cheung, Sheung Chi Phillip Yam, Yiying Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Cheung, Ka Chun ; Yam, Sheung Chi Phillip ; Zhang, Yiying |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 64-72
|
| Subject: | Bowley solution | Stackelberg equilibria | Equilibrium reinsurance strategy | Pricing density | General premium principle | Distortion risk measure | Tail Value-at-Risk | Value-at-Risk | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Theorie | Theory | Risikomodell | Risk model | Risikomanagement | Risk management | Risiko | Risk | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058684