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~subject:"Optimal reinsurance"
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Optimal reinsurance
Theorie
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Theory
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Mathematical programming
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Mathematische Optimierung
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Risiko
5
Risk
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Reinsurance
4
Rückversicherung
4
Decision under uncertainty
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Economics of insurance
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Entscheidung unter Unsicherheit
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Pareto efficiency
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Pareto-Optimum
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Risikomanagement
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Risk management
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Robust statistics
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Robustes Verfahren
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Versicherungsökonomik
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Contract
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EU-Versicherungsrecht
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European insurance law
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Risikomaß
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Risikomodell
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Risk measure
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Risk model
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Robust optimisation
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Uncertainty modelling
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Vertrag
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Bargaining power
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Betriebliche Liquidität
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Contract theory
1
Corporate liquidity
1
General premium principle
1
Insurance
1
Insurance premium
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Linear programming
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Minimum charge
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Optimal insurance contract design
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Pareto optimality
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Asimit, Alexandru V.
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Hu, Junlei
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Chi, Yichun
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Xie, Yuantao
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Insurance / Mathematics & economics
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Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 67-81
Persistent link: https://www.econbiz.de/10012058915
Saved in:
2
Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.
;
Chi, Yichun
;
Hu, Junlei
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
Saved in:
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