On optimal reinsurance policy with distortion risk measures and premiums
Year of publication: |
2015
|
---|---|
Authors: | Assa, Hirbod |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 70-75
|
Subject: | Distortion risk measure and premium | Reinsurance optimal policy | Ceding problem | Reinsurance problem | Social planner problem | Theorie | Theory | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Messung | Measurement |
-
On optimal reinsurance policy with distortion risk measures and premiums
Assa, Hirbod, (2015)
-
Spatial risk measures and rate of spatial diversification
Koch, Erwan, (2019)
-
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong, (2020)
- More ...
-
A robust approach to hedging and pricing in imperfect markets
Assa, Hirbod, (2017)
-
Sound deposit insurance pricing using a machine learning approach
Assa, Hirbod, (2019)
-
Assa, Hirbod, (2013)
- More ...