The restricted convex risk measures in actuarial solvency
Year of publication: |
2014
|
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Authors: | Konstantinides, Dimitrios G. ; Kountzakis, Christos E. |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 37.2014, 2, p. 287-318
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Subject: | Incomplete asset markets | Insurance financial positions | Acceptance set of (re)insurance company | Base of cone | Dual representation of convex risk measures | Risikomodell | Risk model | Theorie | Theory | Versicherung | Insurance | Messung | Measurement | Finanzmarkt | Financial market | Risiko | Risk | Portfolio-Management | Portfolio selection |
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