Optimal reinsurance with heterogeneous reference probabilities
Year of publication: |
September 2016
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Authors: | Boonen, Tim J. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 4.2016, 3, p. 1-11
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Subject: | optimal reinsurance | layer-reinsurance | subjective probability | heterogeneous beliefs | cost-of-capital | Theorie | Theory | Rückversicherung | Reinsurance | Wahrscheinlichkeitsrechnung | Probability theory | Erwartungsbildung | Expectation formation | Erwartungsnutzen | Expected utility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks4030026 [DOI] hdl:10419/167893 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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