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~subject:"Background risk"
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Optimal reinsurance under vari...
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Background risk
Theorie
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Theory
41
Risikomodell
24
Risk model
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Reinsurance
20
Rückversicherung
20
Risiko
18
Risk
18
Insurance
17
Versicherung
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Economics of insurance
14
Risikomanagement
14
Risk management
14
Versicherungsökonomik
14
Risikomaß
8
Risk measure
8
Conditional value at risk
7
Portfolio selection
7
Portfolio-Management
7
Layer reinsurance
5
Stochastic process
5
Stochastischer Prozess
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Value at risk
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Incentive compatibility
4
Risikoaversion
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Risk aversion
4
Actuarial mathematics
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Deductible
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Optimal insurance design
3
Option pricing theory
3
Optionspreistheorie
3
Versicherungsmathematik
3
Asymmetric information
2
Asymmetrische Information
2
Betriebliche Liquidität
2
Comparative statics
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Corporate liquidity
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Cost of capital
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Credit risk
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English
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Chi, Yichun
3
Wei, Wei
2
Ken Seng Tan
1
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ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
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ECONIS (ZBW)
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Optimum insurance contracts with background risk and higher-order risk attitudes
Chi, Yichun
;
Wei, Wei
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 1025-1047
Persistent link: https://www.econbiz.de/10011999851
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2
Optimal incentive-compatible insurance with background risk
Chi, Yichun
;
Ken Seng Tan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 661-688
Persistent link: https://www.econbiz.de/10012523260
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3
Optimal insurance with background risk : an analysis of general dependence structures
Chi, Yichun
;
Wei, Wei
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 903-937
Persistent link: https://www.econbiz.de/10012518127
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