A Neyman-Pearson perspective on optimal reinsurance with constraints
By Ambrose Lo
| Year of publication: |
2017
|
|---|---|
| Authors: | Lo, Ambrose |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 2, p. 467-499
|
| Subject: | Distortion | 1-Lipschitz | Value-at-Risk | reciprocal reinsurance | signed measure | Rückversicherung | Reinsurance | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.42 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729606