Pareto-optimal reinsurance under individual risk constraints
Year of publication: |
2022
|
---|---|
Authors: | Ghossoub, Mario ; Jiang, Wenjun ; Ren, Jiandong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 307-325
|
Subject: | Reinsurance | Pareto optimality | Risk constraints | Distortion risk measures | Range Value-at-Risk | Theorie | Theory | Rückversicherung | Risikomaß | Risk measure | Pareto-Optimum | Pareto efficiency | Risiko | Risk | Risikomanagement | Risk management | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Messung | Measurement |
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