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isPartOf:"Versicherungswissenschaft in Hannover : Hannoveraner Reihe"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"1-Lipschitz"
~subject:"Rückversicherung"
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Search: subject_exact:"Rückversicherung"
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1-Lipschitz
Rückversicherung
Reinsurance
157
Theorie
111
Theory
111
Portfolio selection
49
Portfolio-Management
49
Risikomodell
47
Risk model
47
Risk management
36
Risk measure
36
Risikomanagement
35
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35
Risk
35
Stochastic process
34
Stochastischer Prozess
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Risiko
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Optimal reinsurance
20
Game theory
17
Spieltheorie
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Measurement
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Messung
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Insurance
14
Time consistency
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Versicherung
12
Zeitkonsistenz
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Control theory
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Kontrolltheorie
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Nash-Gleichgewicht
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Proportional reinsurance
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Hamilton-Jacobi-Bellman equation
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Zeng, Yan
9
Chi, Yichun
8
Tan, Ken Seng
8
Zhuo, Jin
8
Li, Zhongfei
7
Boonen, Tim J.
6
Cai, Jun
6
Liang, Zhibin
6
Shen, Yang
6
Young, Virginia R.
6
Li, Danping
5
Liang, Zongxia
5
Weng, Chengguo
5
Yang, Hailiang
5
Zhuang, Sheng Chao
5
Cheung, Ka Chun
4
Gu, Ailing
4
Liu, Fangda
4
Lv, Chen
4
Peng, Xingchun
4
Qian, Linyi
4
Zhang, Nan
4
Asimit, Alexandru V.
3
Balbás de la Corte, Alejandro
3
Balbás, Beatriz
3
Ghossoub, Mario
3
Guan, Guohui
3
Heras, Antonio
3
Hu, Yijun
3
Jiang, Wenjun
3
Lemieux, Christiane
3
Ren, Jiandong
3
Viens, Frederi G.
3
Yam, Sheung Chi Phillip
3
Zeng, Xudong
3
Zhao, Hui
3
Assa, Hirbod
2
Balbás, Raquel
2
Boxma, Onno
2
Brachetta, M.
2
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Versicherungswissenschaft in Hannover : Hannoveraner Reihe
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
Scandinavian actuarial journal
44
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
42
The journal of risk and insurance : the journal of the American Risk and Insurance Association
38
Publikationen der Kölner Forschungsstelle Rückversicherung
31
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
Risks : open access journal
18
Nordisk försäkringstidskrift : NFT
16
NBER working paper series
15
Working paper / National Bureau of Economic Research, Inc.
15
European journal of operational research : EJOR
14
NBER Working Paper
12
Schweizerische Versicherungszeitschrift
12
Trends und Herausforderungen in der Rückversicherung - Perspektiven der Praxis
11
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
11
Casualty Actuarial Society - Publications
10
Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
9
Geneva Association - Working Papers Series
9
Journal of banking & finance
9
The journal of insurance issues : official journal of the Western Risk and Insurance Association
9
Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
9
ASTIN bulletin : the journal of the International Actuarial Association
8
The handbook of insurance-linked securities
8
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
7
Risk management and insurance review
7
Sigma
7
The Geneva papers on risk and insurance - issues and practice
7
Agricultural finance review
6
Reihe: Versicherungswirtschaft
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
6
The North American journal of economics and finance : a journal of financial economics studies
6
The financing of catastrophe risk
6
Economic modelling
5
Finance research letters
5
Journal of mathematical finance
5
Managing risk in reinsurance : from city fires to global warming
5
Mathematical methods of operations research
5
Policy research working paper : WPS
5
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
163
USB Cologne (EcoSocSci)
1
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1
Equilibria and efficiency in a reinsurance market
Zhu, Michael B.
;
Ghossoub, Mario
;
Boonen, Tim J.
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 24-49
Persistent link: https://www.econbiz.de/10014466203
Saved in:
2
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
Saved in:
3
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
4
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
5
Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 91-110
Persistent link: https://www.econbiz.de/10013271962
Saved in:
6
Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
Saved in:
7
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
8
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 252-278
Persistent link: https://www.econbiz.de/10013349033
Saved in:
9
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
10
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
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