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~subject:"Distortion risk measure"
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Distortion risk measure
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Risk measure
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Reinsurance
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Rückversicherung
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Economics of insurance
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Mutual exclusivity
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Portfolio selection
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Portfolio-Management
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Tail Value-at-Risk
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Versicherungsökonomik
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1-Lipschitz
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Optimal reinsurance
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Statistical distribution
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Statistische Verteilung
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TVaR
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risk measures
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stop-loss transform
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tail convex order
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Cheung, Ka Chun
3
Yam, Sheung Chi Phillip
2
Zhang, Yiying
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He, Wanting
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Wang, He
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Yuen, Fei Lung
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Insurance / Mathematics & economics
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Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
Saved in:
2
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
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:
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