Optimal risk management with reinsurance and its counterparty risk hedging
Yichun Chi, Tao Hu, Yuxia Huang
| Year of publication: |
2023
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|---|---|
| Authors: | Chi, Yichun ; Hu, Tao ; Huang, Yuxia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 274-292
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| Subject: | Counterparty risk | Hedging | Mossin's theorem | No-sabotage condition | Risk management | Theorie | Theory | Risikomanagement | Derivat | Derivative | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014466216