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~subject:"Rückversicherung"
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Rückversicherung
Theorie
55
Theory
55
Risiko
23
Risk
23
Risikomaß
21
Risk measure
21
Portfolio selection
13
Portfolio-Management
13
Risk management
13
Reinsurance
12
Risikomanagement
12
Risikomodell
12
Risk model
12
Measurement
11
Messung
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Statistical distribution
9
Statistische Verteilung
9
Volatility
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Volatilität
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ARCH-Modell
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Counter-monotonicity
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Option pricing theory
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Optionspreistheorie
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Mathematical programming
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Mathematische Optimierung
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Convex order
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Economics of insurance
6
Insurance
6
Mutual exclusivity
6
Pareto efficiency
6
Pareto-Optimum
6
Tail Value-at-Risk
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Versicherung
6
Versicherungsökonomik
6
Hedging
5
Multivariate Analyse
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Multivariate analysis
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English
12
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Cheung, Ka Chun
10
Yam, Sheung Chi Phillip
4
Lo, Ambrose
3
Zhang, Yiying
3
Asimit, Alexandru Vali
2
Chong, Wing Fung
2
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Boonen, Tim J.
1
Chi, Yichun
1
He, Wanting
1
Hu, Junlei
1
Jones, Bruce L.
1
Sung, K. C. J.
1
Wang, He
1
Yuen, F. L.
1
Yuen, Fei Lung
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Insurance / Mathematics & economics
4
Scandinavian actuarial journal
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
12
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1
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
2
Risk-minimizing reinsurance protection for multivariate risks
Cheung, Ka Chun
;
Sung, K. C. J.
;
Yam, Sheung Chi Phillip
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 219-236
Persistent link: https://www.econbiz.de/10010340221
Saved in:
3
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
4
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:
5
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:
6
Budget-constrained optimal reinsurance design under coherent risk measures
Cheung, Ka Chun
;
Chong, Wing Fung
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 729-751
Persistent link: https://www.econbiz.de/10012194995
Saved in:
7
Reinsurance contract design with adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, F. L.
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 784-798
Persistent link: https://www.econbiz.de/10012194998
Saved in:
8
Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
Saved in:
9
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:
10
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
Asimit, Alexandru Vali
-
2013
Persistent link: https://www.econbiz.de/10013076306
Saved in:
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