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Strategisches Risikomanagement in Versicherungen
Bieta, Volker; Siebe, Wilfried - In: Zeitschrift für die gesamte Versicherungswissenschaft … 91 (2002) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10001696475
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Ganzheitliches Risikomanagement der Banken : ein Fall für die Spieltheorie
Bieta, Volker; Siebe, Wilfried - 1999
Persistent link: https://www.econbiz.de/10001369128
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The new Basel accord and the nature of risk : a game theoretic perspective
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2007
- game theory is a useful set of tools for better understanding different risk settings. Embedded in a short history of the … Basel Accord in this article we introduce some basic ideas of game theory in the context of rating procedures in accordance … with Basel II. As well, some insight is given how game theory works. Here, the primary value of game theory stems from its …
Persistent link: https://www.econbiz.de/10003481314
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin; Yang, Hailiang; Zeng, Yan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
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Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin; Liu, Yanchu; Weng, Chengguo - In: Insurance / Mathematics & economics 86 (2019), pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
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Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning; Zhang, Nan; Zhuo, Jin; Qian, Linyi - In: Insurance / Mathematics & economics 96 (2021), pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
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Improving risk analysis
Cox, Louis A. - 2012
Persistent link: https://www.econbiz.de/10010499889
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Improving Risk Analysis
Cox, Louis Anthony - 2013
Causality for Risk Analysts: Improving Our Understanding of How the World Works -- Improving Individual Risk Management Decisions: Learning from Experience and Coping with Model Uncertainty -- Improving Community Risk Management: Managing Disaster Risks -- Improving Organizational Risk...
Persistent link: https://www.econbiz.de/10014016501
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Stochastic cooperative games in insurance and reinsurance
Suijs, Jeroen; De Waegenaere, Anja; Borm, Peter - 1996
Persistent link: https://www.econbiz.de/10000936008