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~subject:"Reinsurance"
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Reinsurance
Theorie
172
Theory
172
Risiko
49
Risk
49
Risikomodell
44
Risk model
44
Portfolio selection
39
Portfolio-Management
39
Risikomaß
37
Risk measure
37
Risikomanagement
31
Risk management
30
Measurement
28
Messung
28
Versicherungsmathematik
24
Actuarial mathematics
23
Life insurance
23
Lebensversicherung
22
Risk aversion
22
Option pricing theory
20
Optionspreistheorie
20
Risikoaversion
19
Mortality
16
Statistical distribution
16
Statistische Verteilung
16
Sterblichkeit
16
Decision under risk
15
Entscheidung unter Risiko
15
Rückversicherung
15
Comonotonicity
14
Estimation theory
14
Hedging
14
Schätztheorie
14
Stochastic process
13
Stochastischer Prozess
13
Convex order
11
Expected utility
11
Nichtparametrisches Verfahren
11
Insurance premium
10
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Undetermined
8
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11
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4
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11
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2
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2
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2
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English
15
Author
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Cheung, Ka Chun
12
Yam, Sheung Chi Phillip
4
Zhang, Yiying
4
Denuit, Michel
3
Lo, Ambrose
3
Scaillet, Olivier
3
Chong, Wing Fung
2
Asimit, Alexandru V.
1
Asimit, Alexandru Vali
1
Badescu, Alex
1
Badescu, Alexandru M.
1
Boonen, Tim J.
1
Chen, Yanhong
1
He, Wanting
1
Sung, K. C. J.
1
Wang, He
1
Yuen, F. L.
1
Yuen, Fei Lung
1
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
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Insurance / Mathematics & economics
4
Scandinavian actuarial journal
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
IRES discussion papers
1
Insurance : mathematics and economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
15
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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
Bowley solution under the reinsurer's default risk
Chen, Yanhong
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 36-61
Persistent link: https://www.econbiz.de/10015066727
Saved in:
10
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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