Optimal reinsurance with expectile under the Vajda condition
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 | Theorie | Theory | Rückversicherung | Reinsurance | Kapitalkosten | Cost of capital | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk |
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