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Enhancing insurer value using reinsurance and value-at-risk criterion
Tan, Ken Seng; Weng, Chengguo - In: The Geneva risk and insurance review 37 (2012) 1, pp. 109-140
Persistent link: https://www.econbiz.de/10009521021
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Optimal insurance design under a value-at-risk framework
Wang, Ching-Ping; Shyu, David; Huang, Hung-Hsi - In: The Geneva risk and insurance review 30 (2005) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10003226793
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Optimal insurance contract under a value-at-risk constraint
Huang, Hung-Hsi - In: The Geneva risk and insurance review 31 (2006) 2, pp. 91-110
Persistent link: https://www.econbiz.de/10003398778