Robust reinsurance contracts with risk constraint (English)
- New search for: Wang, Ning
- New search for: Siu, Tak Kuen
- New search for: Wang, Ning
- New search for: Siu, Tak Kuen
In:
Scandinavian Actuarial Journal
;
2020
, 5
;
419-453
;
2020
- Article (Journal) / Electronic Resource
-
Title:Robust reinsurance contracts with risk constraint
-
Contributors:Wang, Ning ( author ) / Siu, Tak Kuen ( author )
-
Published in:Scandinavian Actuarial Journal ; 2020, 5 ; 419-453
-
Publisher:
- New search for: Taylor & Francis
-
Publication date:2020-05-27
-
Size:35 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
-
Keywords:
-
Source:
Table of contents – Volume 2020, Issue 5
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 376
-
Nonlinearly transformed risk measures: properties and application to optimal reinsuranceBrandtner, Mario / Kürsten, Wolfgang / Rischau, Robert et al. | 2020
- 396
-
Proportional reinsurance and investment in multiple risky assets under borrowing constraintYener, Haluk et al. | 2020
- 419
-
Robust reinsurance contracts with risk constraintWang, Ning / Siu, Tak Kuen et al. | 2020
- 454
-
Efficiency of institutional spending and investment rulesSchumacher, Johannes M. et al. | 2020