Optimality of general reinsurance contracts under CTE risk measure
Year of publication: |
2011
|
---|---|
Authors: | Tan, Ken Seng ; Weng, Chengguo ; Zhang, Yi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 175-187
|
Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement |
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