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~isPartOf:"Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Reinsurance"
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Economic Aspects of Securitiza...
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Reinsurance
Rückversicherung
157
Theorie
121
Theory
121
Portfolio selection
52
Portfolio-Management
52
Risikomodell
51
Risk model
51
Risk
41
Risk management
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40
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Stochastic process
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Stochastischer Prozess
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Risikomaß
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Optimal reinsurance
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Incomplete market
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Insurance
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Securitization
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Time consistency
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Zeitkonsistenz
12
Control theory
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Kontrolltheorie
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Mortality
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Proportional reinsurance
11
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Zeng, Yan
8
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Li, Zhongfei
7
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6
Tan, Ken Seng
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6
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5
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5
Li, Danping
5
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5
Shen, Yang
5
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5
Cheung, Ka Chun
4
Gu, Ailing
4
Peng, Xingchun
4
Qian, Linyi
4
Zhang, Nan
4
Zhuang, Sheng Chao
4
Asimit, Alexandru V.
3
Balbás de la Corte, Alejandro
3
Balbás, Beatriz
3
Ghossoub, Mario
3
Guan, Guohui
3
Heras, Antonio
3
Hu, Yijun
3
Jiang, Wenjun
3
Liu, Fangda
3
Lv, Chen
3
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3
Viens, Frederi G.
3
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Yang, Hailiang
3
Zeng, Xudong
3
Zhao, Hui
3
Assa, Hirbod
2
Balbás, Raquel
2
Boxma, Onno
2
Brachetta, M.
2
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Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
Insurance / Mathematics & economics
Scandinavian actuarial journal
42
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
33
The journal of risk and insurance : the journal of the American Risk and Insurance Association
31
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
26
Publikationen der Kölner Forschungsstelle Rückversicherung
23
Risks : open access journal
18
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
13
NBER Working Paper
12
Astin bulletin : the journal of the International Actuarial Association
11
Trends und Herausforderungen in der Rückversicherung - Perspektiven der Praxis
11
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
11
European journal of operational research : EJOR
10
The journal of insurance issues : official journal of the Western Risk and Insurance Association
9
ASTIN bulletin : the journal of the International Actuarial Association
8
Journal of banking & finance
8
The handbook of insurance-linked securities
8
Risk management and insurance review
7
The Geneva papers on risk and insurance - issues and practice
7
Agricultural finance review
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
6
The North American journal of economics and finance : a journal of financial economics studies
6
The financing of catastrophe risk
6
Economic modelling
5
Finance research letters
5
Journal of mathematical finance
5
Managing risk in reinsurance : from city fires to global warming
5
Mathematical methods of operations research
5
Policy research working paper : WPS
5
Research paper series / Swiss Finance Institute
5
The Geneva risk and insurance review
5
Convergence of capital and insurance markets
4
Finance and stochastics
4
Journal of insurance regulation
4
Journal of risk and financial management : JRFM
4
Reihe: Versicherungswirtschaft
4
Risk and decision analysis
4
Sigma
4
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ECONIS (ZBW)
150
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21
On optimal reinsurance policy with distortion risk measures and premiums
Assa, Hirbod
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 70-75
Persistent link: https://www.econbiz.de/10010515925
Saved in:
22
Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Badila, E. S.
;
Boxma, Onno
;
Resing, J. A. C.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 48-61
Persistent link: https://www.econbiz.de/10010515929
Saved in:
23
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
Saved in:
24
A Bowley solution with limited ceded risk for a monopolistic reinsurer
Chi, Yichun
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 188-201
Persistent link: https://www.econbiz.de/10012242009
Saved in:
25
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
26
The diffusion of complex securities : the case of CAT bonds
Faias, José Afonso
;
Guedes, José C.
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 46-57
Persistent link: https://www.econbiz.de/10012169496
Saved in:
27
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
28
Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Sun, Haoze
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 197-214
Persistent link: https://www.econbiz.de/10011694574
Saved in:
29
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
Gu, Ailing
;
Viens, Frederi G.
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 235-249
Persistent link: https://www.econbiz.de/10011694708
Saved in:
30
Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin
;
Zhang, Liming
;
Yao, Dingjun
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
Saved in:
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