Risk reducers in convex order
Junnan He, Qihe Tang, Huan Zhang
| Year of publication: |
September 2016
|
|---|---|
| Authors: | He, Junnan ; Tang, Qihe ; Zhang, Huan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 80-88
|
| Subject: | Convex hull | Co/counter-monotonicity | Multivariate stochastic ordering | Index-linked hedging strategies | Optimal reinsurance | Hedging | Theorie | Theory | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597183