Risk sharing with multiple indemnity environments
Alexandru V. Asimit, Tim J. Boonen, Yichun Chi, Wing Fung Chong
| Year of publication: |
2021
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|---|---|
| Authors: | Asimit, Alexandru V. ; Boonen, Tim J. ; Chi, Yichun ; Chong, Wing Fung |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 2 (1.12.), p. 587-603
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| Subject: | Risk management | Optimal insurance | Multiple risk environments | Value-at-RiskTail Value-at-Risk | Heterogeneous beliefs | Environment-specific layer indemnities | Risikomanagement | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013205971