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subject:"Basel Accord"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Liu, Haiyan"
~person:"Ratnovski, Lev"
~subject:"Bankenliquidität"
~subject:"Risikomaß"
~subject:"Theorie"
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Basel Accord
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Distributional robust reinsurance
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Liu, Haiyan
Ratnovski, Lev
Cossette, Hélène
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Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
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