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~accessRights:"restricted"
~subject:"Optimal reinsurance"
~subject:"Securitization"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Search: subject:"Rückversicherung"
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Optimal reinsurance
Securitization
Rückversicherung
268
Reinsurance
267
Theorie
155
Theory
155
Risikomodell
82
Risk model
82
Portfolio selection
72
Portfolio-Management
72
Risk management
62
Risikomanagement
61
Risk
45
Risiko
43
Risk measure
42
Risikomaß
41
Stochastic process
37
Stochastischer Prozess
37
Insurance
35
Versicherung
32
reinsurance
29
Game theory
28
Spieltheorie
28
Decision under uncertainty
18
Entscheidung unter Unsicherheit
18
Measurement
17
Messung
17
Nash equilibrium
17
Mathematical programming
16
Mathematische Optimierung
16
Nash-Gleichgewicht
16
Control theory
15
Kontrolltheorie
15
Robust statistics
15
Robustes Verfahren
15
Elementarschadenversicherung
13
Natural disaster insurance
13
Probability theory
13
Proportional reinsurance
13
Wahrscheinlichkeitsrechnung
13
Disaster
11
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3
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Article
33
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Aufsatz in Zeitschrift
No longer published / No longer aquired
Article in journal
33
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English
33
Author
All
Boonen, Tim J.
4
Young, Virginia R.
3
Asimit, Alexandru V.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Balbás, Raquel
2
Cai, Jun
2
Ghossoub, Mario
2
Glauner, Alexander
2
Hu, Junlei
2
Liang, Xiaoqing
2
Zou, Bin
2
Assa, Hirbod
1
Blackburn, Craig
1
Brachetta, M.
1
Bäuerle, Nicole
1
Cao, Jingyi
1
Ceci, C.
1
Cheung, Ka Chun
1
Chi, Yichun
1
Georgiopoulos, Nick
1
Gerber, Hans U.
1
Götze, Tobias
1
Gürtler, Marc
1
Hanewald, Katja
1
He, Junnan
1
He, Wanting
1
Heras, Antonio
1
Jang, Bong-Gyu
1
Jiang, Wenjun
1
Kim, Kyeong Tae
1
Lemieux, Christiane
1
Li, Bin
1
Li, Dongchen
1
Liang, Zhibin
1
Liu, Bing
1
Liu, Fangda
1
Liu, Haiyan
1
Lu, ZhiYi
1
MacMinn, Richard D.
1
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Insurance / Mathematics & economics
17
European journal of operational research : EJOR
4
Scandinavian actuarial journal
3
Astin bulletin : the journal of the International Actuarial Association
2
Journal of economic behavior & organization : JEBO
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational Management Science : CMS
1
Journal of banking & finance
1
The Geneva papers on risk and insurance - issues and practice
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
33
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1
Providing pandemic business interruption coverage with double trigger cat bonds
Schmitt, André
;
Spaeter, Sandrine
- In:
The Geneva papers on risk and insurance - issues and …
48
(
2023
)
3
,
pp. 687-713
Persistent link: https://www.econbiz.de/10014326525
Saved in:
2
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:
3
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:
4
Reinsurance games with two reinsurers : tree versus chain
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 928-941
Persistent link: https://www.econbiz.de/10014340807
Saved in:
5
Bowley vs. Pareto optima in reinsurance contracting
Boonen, Tim J.
;
Ghossoub, Mario
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 382-391
Persistent link: https://www.econbiz.de/10014292989
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
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
Saved in:
8
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
9
On the optimal management of counterparty risk in reinsurance contracts
Reichel, Lukas
;
Schmeiser, Hato
;
Schreiber, Florian
- In:
Journal of economic behavior & organization : JEBO
201
(
2022
),
pp. 374-394
Persistent link: https://www.econbiz.de/10013426593
Saved in:
10
Optimal investment and reinsurance policies for an insurer with ambiguity aversion
Liu, Bing
;
Meng, Hui
;
Zhou, Ming
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012667528
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