Optimal reinsurance with multiple tranches
Year of publication: |
August 2016
|
---|---|
Authors: | Malamud, Semyon ; Rui, Huaxia ; Whinston, Andrew B. |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 65.2016, p. 71-82
|
Subject: | Risk sharing | Insurance | Reinsurance | Contract design | Rückversicherung | Risikomanagement | Risk management | Vertragstheorie | Contract theory | Risiko | Risk | Versicherung | Risikomodell | Risk model |
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