Bowley vs. Pareto optima in reinsurance contracting
Tim J. Boonen, Mario Ghossoub
| Year of publication: |
2023
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|---|---|
| Authors: | Boonen, Tim J. ; Ghossoub, Mario |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 307.2023, 1 (16.5.), p. 382-391
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| Subject: | Risk management | Optimal reinsurance | Pareto optimality | Bowley optimality | Convex risk measures | Theorie | Theory | Rückversicherung | Reinsurance | Risikomanagement | Pareto-Optimum | Pareto efficiency | Wohlfahrtsökonomik | Welfare economics | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292989