Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Year of publication: |
2014
|
---|---|
Authors: | Chi, Yichun ; Lin, Sheldon |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 1, p. 103-126
|
Subject: | Conditional value at risk | convex order | cost of capital | Mossin's Theorem | stoploss reinsurance | two-layer reinsurance | Theorie | Theory | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Risiko | Risk | Kapitalkosten | Cost of capital |
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