Optimal insurance under the insurer's VaR constraint
Year of publication: |
2009
|
---|---|
Authors: | Zhou, Chunyang ; Wu, Chongfeng |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 34.2009, 2, p. 140-154
|
Subject: | Versicherungsökonomik | Economics of insurance | Risikomaß | Risk measure | Risiko | Risk |
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