Characterizations of optimal reinsurance treaties : a cost-benefit approach
Year of publication: |
February-June 2017
|
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Authors: | Cheung, Ka Chun ; Lo, Ambrose |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 1, p. 1-28
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Subject: | risk-adjusted liability | risk margin | premium constraint | VaR | TVaR | Wang's premium | actuarial pricing principle | 1-Lipschitz | Theorie | Theory | Rückversicherung | Reinsurance | Risikoprämie | Risk premium | Versicherungsmathematik | Actuarial mathematics | Versicherungsbeitrag | Insurance premium | Kosten-Nutzen-Analyse | Cost-benefit analysis |
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