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Theorie 2 Theory 2 1-Lipschitz 1 Budget constraint 1 Budgetrestriktion 1 Complementary effect 1 Derivat 1 Derivative 1 Derivatives market 1 Financial market 1 Finanzmarkt 1 Liquidity constraint 1 Liquiditätsbeschränkung 1 Mathematical programming 1 Mathematische Optimierung 1 Regulation 1 Regulatory constraint 1 Regulierung 1 Reinsurance 1 Risikomaß 1 Risk measure 1 Rückversicherung 1 Substitution effect 1 Substitutionseffekt 1 TVaR 1 VaR 1 distortion 1 participation constraint 1 regulatory constraint 1 risk constraint 1
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Chen, Pengzhan 1 Liu, Xiaoquan 1 Lo, Ambrose 1 Shi, Yining 1 Ye, Wuyi 1
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International review of financial analysis 1 Scandinavian actuarial journal 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Did you mean: subject:"regulatory constraints" (16 results)
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Trading restriction and the choice for derivatives
Ye, Wuyi; Chen, Pengzhan; Shi, Yining; Liu, Xiaoquan - In: International review of financial analysis 82 (2022), pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013426250
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Cover Image
A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints
Lo, Ambrose - In: Scandinavian actuarial journal (2017) 7, pp. 584-605
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011848476
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