Optimal investment-reinsurance policy for an insurance company with VaR constraint
Shumin Chen; Zhongfei Li; Kemian Li
| Year of publication: |
2010
|
|---|---|
| Authors: | Chen, Shumin ; Li, Zhongfei ; Li, Kemian |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 2, p. 144-153
|
| Subject: | Versicherung | Insurance | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| 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/10008654264