The restricted convex risk measures in actuarial solvency
Dimitrios G. Konstantinides; Christos E. Kountzakis
| Year of publication: |
2014
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|---|---|
| Authors: | Konstantinides, Dimitrios G. ; Kountzakis, Christos E. |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 37.2014, 2, p. 287-318
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| Subject: | Incomplete asset markets | Insurance financial positions | Acceptance set of (re)insurance company | Base of cone | Dual representation of convex risk measures | Theorie | Theory | Versicherung | Insurance | Messung | Measurement | Risiko | Risk | Risikomodell | Risk model | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Finanzmarkt | Financial market | Risikomanagement | Risk management |