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type_genre:"Thesis"
~person:"Chi, Yichun"
~source:"base"
~source:"econis"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossary included"
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Risikomaß
Risikomanagement
6
Risk management
6
Theorie
6
Theory
6
Reinsurance
5
Rückversicherung
5
Risk measure
4
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
Conditional value at risk
2
Layer reinsurance
2
Counterparty risk
1
Derivat
1
Derivative
1
EU-Versicherungsrecht
1
Environment-specific layer indemnities
1
European insurance law
1
External financing
1
General premium principle
1
General reinsurance premium principles
1
General risk dependence
1
Hedging
1
Heterogeneous beliefs
1
Insurance
1
Insurer's value
1
Lagrangian multiplier method
1
Mossin's theorem
1
Multiple risk environments
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate lower-orthant Value-at-Risk
1
No-sabotage condition
1
Optimal insurance
1
Optimal multivariate reinsurance
1
Optimal reinsurance
1
Risikomodell
1
Risk margin
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Thesis
Aufsatz in Zeitschrift
Glossary included
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Chi, Yichun
Wang, Ruodu
17
Embrechts, Paul
11
Mao, Tiantian
10
Hammoudeh, Shawkat
9
Cai, Jun
8
Janabi, Mazin A. M. al
7
Li, Jianping
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Boonen, Tim J.
6
Brandtner, Mario
6
Karmakar, Madhusudan
6
Stoja, Evarist
6
Tan, Ken Seng
6
Tiwari, Aviral Kumar
6
Bernard, Carole
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Liu, Fangda
5
McAleer, Michael
5
Mensi, Walid
5
Mitic, Peter
5
Polanski, Arnold
5
Yang, Fan
5
Zhu, Xiaoqian
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
Balbás de la Corte, Alejandro
4
Ceretta, Paulo Sergio
4
Chen, Zhiping
4
Cossette, Hélène
4
Dias, Alexandra
4
Farkas, Walter
4
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Insurance / Mathematics & economics
2
European journal of operational research : EJOR
1
Scandinavian actuarial journal
1
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BASE
ECONIS (ZBW)
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1
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
2
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
3
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
4
Multivariate reinsurance designs for minimizing an insurer's capital requirement
Zhu, Yunzhou
;
Chi, Yichun
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 144-155
Persistent link: https://www.econbiz.de/10010469146
Saved in:
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