Optimal risk-sharing across a network of insurance companies
Year of publication: |
2020
|
---|---|
Authors: | Ettlin, Nicolas ; Farkas, Walter ; Kull, Andreas ; Smirnow, Alexander |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 39-47
|
Subject: | Risk transfer | Risk-based capital | Reinsurance | Return optimisation | Conditional expected shortfall | Risikomodell | Risk model | Theorie | Theory | Rückversicherung | Risikomanagement | Risk management | Risikomaß | Risk measure | Versicherung | Insurance | Portfolio-Management | Portfolio selection |
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