Robust reinsurance contracts with risk constraint
Year of publication: |
2020
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Authors: | Wang, Ning ; Siu, Tak Kuen |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 5, p. 419-453
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Subject: | ambiguity | Karush-Kuhn-Tucker (KKT) conditions | Optimal reinsurance | principal-agent problem | proportional reinsurance | risk constraint | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Rückversicherung | Reinsurance | Risiko | Risk |
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