Risk transference constraints in optimal reinsurance
Alejandro Balbás, Beatriz Balbás, Raquel Balbás, Antonio Heras
| Year of publication: |
2022
|
|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel ; Heras, Antonio |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 103.2022, p. 27-40
|
| Subject: | Marginal indemnity | Moral hazard | Optimal reinsurance | Relationships between premium and transferred risk | Risk measure | Rückversicherung | Reinsurance | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Moral Hazard | Risikomodell | Risk model | Risikomaß |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198321