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  • Search: subject:"Positively dependent through stochastic ordering"
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Dynamic programming 1 Dynamische Optimierung 1 Macroeconomic optimization 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal reinsurance 1 Portfolio selection 1 Portfolio-Management 1 Positively dependent through stochastic ordering 1 Range-Value-at-Risk 1 Reinsurance 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Rückversicherung 1 Stochastic ordering 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bäuerle, Nicole 1 Glauner, Alexander 1
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Insurance / Mathematics & economics 1
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Optimal risk allocation in reinsurance networks
Bäuerle, Nicole; Glauner, Alexander - In: Insurance / Mathematics & economics 82 (2018), pp. 37-47
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