Optimal Reinsurance in the Presence of Counterparty Default Risk
Year of publication: |
2014
|
---|---|
Authors: | Asimit, Alexandru Vali |
Other Persons: | Badescu, Alex (contributor) ; Cheung, Ka Chun (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, 2013, Volume 53, issue 3, p. 690–697 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 7, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2261603 [DOI] |
Classification: | G22 - Insurance; Insurance Companies ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: | ECONIS - Online Catalogue of the ZBW |
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