Optimal reinsurance under risk and uncertainty on Orlicz hearts
Dezhou Kong, Lishan Liu, Yonghong Wu
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Kong, Dezhou ; Liu, Lishan ; Wu, Yonghong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 108-116
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| Subject: | Risk and uncertainty | Orlicz heart | Robust representation | Optimal reinsurance problem | Dual approach | Rückversicherung | Reinsurance | Risiko | Risk | Theorie | Theory | Entscheidung unter Risiko | Decision under risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikomanagement | Risk management | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904634