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subject:"Portfolio selection"
~isPartOf:"Scandinavian actuarial journal"
~person:"Rischau, Robert"
~person:"Young, Virginia R."
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Portfolio selection
Portfolio-Management
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Reinsurance
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Rückversicherung
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optimal reinsurance
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Nonlinearly transformed risk measures
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Rischau, Robert
Young, Virginia R.
Han, Xia
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Liang, Zhibin
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Mao, Tiantian
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Cai, Jun
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Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
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