Some optimisation problems in insurance with a terminal distribution constraint
Katia Colaneri, Julia Eisenberg, Benedetta Salterini
| Year of publication: |
2023
|
|---|---|
| Authors: | Colaneri, Katia ; Eisenberg, Julia ; Salterini, Benedetta |
| Subject: | distributional constraints | dividends | expected shortfall | Insurance | optimal control | reinsurance | value at risk | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Dividende | Dividend | Versicherung | Mathematische Optimierung | Mathematical programming | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kontrolltheorie | Control theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2142156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383890