Pareto-optimal reinsurance arrangements under general model settings
Jun Cai, Haiyan Liu, Ruodu Wang
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Cai, Jun ; Liu, Haiyan ; Wang, Ruodu |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 77.2017, p. 24-37
|
| Subject: | Pareto optimality | Optimal reinsurance | Comonotonic-semilinearity | Comonotonic-convexity | Tail-Value-at-Risk | Theorie | Theory | Rückversicherung | Reinsurance | Pareto-Optimum | Pareto efficiency | Wohlfahrtsökonomik | Welfare economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011783878