Risk-minimizing reinsurance protection for multivariate risks
Year of publication: |
2014
|
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Authors: | Cheung, Ka Chun ; Sung, K. C. J. ; Yam, Sheung Chi Phillip |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 81.2014, 1, p. 219-236
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Subject: | Rückversicherung | Reinsurance | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Pareto-Optimum | Pareto efficiency | Allokation | Allocation | Rechtsprechung | Court decisions |
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