Risk sharing with multiple indemnity environments
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
|
Subject: | Risk management | Optimal insurance | Multiple risk environments | Value-at-RiskTail Value-at-Risk | Heterogeneous beliefs | Environment-specific layer indemnities | Theorie | Theory | Risikomanagement | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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