Determination of the optimal retention level based on different measures
Year of publication: |
March 2017
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Authors: | Karageyik, Başak Bulut ; Şahin, Şule |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 10.2017, 1, p. 1-21
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Subject: | optimal reinsurance | survival probability | expected profit | expected shortfall | variance of the insurer’s risk | TOPSIS | VIKOR | Theorie | Theory | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Erwartungsbildung | Expectation formation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm10010004 [DOI] hdl:10419/178584 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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