Robust reinsurance contracts with risk constraint
Ning Wang and Tak Kuen Siu
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Ning ; Siu, Tak Kuen |
| Subject: | ambiguity | Karush-Kuhn-Tucker (KKT) conditions | Optimal reinsurance | principal-agent problem | proportional reinsurance | risk constraint | Rückversicherung | Reinsurance | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Risiko | Risk | Risikomodell | Risk model | Risikomanagement | Risk management | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1683761 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262748