Robust reinsurance contracts with uncertainty about jump risk
Duni Hu, Shou Chen, Hailong Wang
| Year of publication: |
1 May 2018
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|---|---|
| Authors: | Hu, Duni ; Chen, Shou ; Wang, Hailong |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 266.2018, 3 (1.5.), p. 1175-1188
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| Subject: | Game theory | Ambiguity | Proportional reinsurance | Excess-loss reinsurance | Reinsurance price | Rückversicherung | Reinsurance | Risiko | Risk | Spieltheorie | Risikomodell | Risk model | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.10.061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011812250