Optimal reinsurance with expectile under the Vajda condition
Yanhong Chen
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Yanhong |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2020/2021, 1, p. 113-144
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| Subject: | optimal reinsurance | risk measure | expectile | Vajda condition | cost of capital | Rückversicherung | Reinsurance | Theorie | Theory | Risikomaß | Risk measure | Kapitalkosten | Cost of capital | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2020.444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500128