Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Haoze Sun, Chengguo Weng, Yi Zhang
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Sun, Haoze ; Weng, Chengguo ; Zhang, Yi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 197-214
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| Subject: | Multiple optimal reinsurance | Mean-CVaR | Nonparametric model | Kernel estimation | α-mixing process | Bootstrap | Nichtparametrisches Verfahren | Nonparametric statistics | Rückversicherung | Reinsurance | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011694574