Optimal reinsurance arrangements under tail risk measures
Carole Bernard; Weidong Tian
| Year of publication: |
2009
|
|---|---|
| Authors: | Bernard, Carole ; Tian, Weidong |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 76.2009, 3, p. 709-725
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| Subject: | Rückversicherung | Reinsurance | Risikomanagement | Risk management | Risikomaß | Risk measure | Messung | Measurement |
| 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/10003877877