Stable solutions for optimal reinsurance problems involving risk measures
Alejandro Balbás; Beatriz Balbás; Antonio Heras
| Year of publication: |
2011
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|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Heras, Antonio |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 214.2011, 3 (1.11.), p. 796-804
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| Subject: | Rückversicherung | Reinsurance | Theorie | Theory | Risikomodell | Risk model | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming | Messung | Measurement | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009316167