Enhancing insurer value using reinsurance and value-at-risk criterion
Ken Seng Tan and Chengguo Weng
| Year of publication: |
2012
|
|---|---|
| Authors: | Tan, Ken Seng ; Weng, Chengguo |
| Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 37.2012, 1, p. 109-140
|
| Subject: | VAR-Modell | VAR model | Rückversicherung | Reinsurance | Mathematische Optimierung | Mathematical programming | Wiederholte Spiele | Repeated games |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009521021