//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Messung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Lu, ZhiYi"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Messung
Theorie
5
Theory
5
Expectation premium principle
3
Risiko
3
Risikomodell
3
Risk
3
Risk model
3
Economics of insurance
2
Measurement
2
Optimal insurance
2
Optimal reinsurance
2
Reinsurance
2
Risikomaß
2
Risk measure
2
Rückversicherung
2
Value-at-risk (VaR)
2
Versicherungsökonomik
2
Allocation
1
Allokation
1
Background risk
1
Conditional tail expectation (CTE)
1
Deductible insurance
1
Dependence
1
Expected indemnity
1
Full reinsurance
1
Increasing concave function
1
Portfolio selection
1
Portfolio-Management
1
Positive dependence
1
Quota-share reinsurance
1
Risikomanagement
1
Risk limit
1
Risk management
1
Stochastic process
1
Stochastischer Prozess
1
Stop-loss order
1
Tail value-at-risk (TVaR)
1
Two-layer reinsurance
1
Uninsurable risks
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lu, ZhiYi
2
Liu, LePing
1
Meng, LiLi
1
Meng, ShengWang
1
Shen, Qingjie
1
Wang, Yujing
1
Published in...
All
Insurance / Mathematics & economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi
;
Meng, LiLi
;
Wang, Yujing
;
Shen, Qingjie
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011492551
Saved in:
2
Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
Lu, ZhiYi
;
Liu, LePing
;
Meng, ShengWang
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 46-51
Persistent link: https://www.econbiz.de/10009719008
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->