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Referenzpunktbezogene risikoadjustierte Performancemaße: Theoretische Grundlagen
Albrecht, Peter; Klett, Timo - 2004
Ausgangspunkt der weiteren Ausführungen bildet der in Albrecht (1994) sowie in Albrecht/Maurer/Möller (1998) entwickelte generelle Ansatz zur einheitlichen Fundierung von referenzpunktbezogenen Risiko- und Chancenmaßen.(...)
Persistent link: https://www.econbiz.de/10005845638
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Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554
Persistent link: https://www.econbiz.de/10011848458
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Risk measurement performance of alternative distribution functions
Bali, Turan G.; Theodossiou, Panayiotis - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
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Insurance market effects of risk management metrics
Bernard, Carole; Tian, Weidong - In: The Geneva risk and insurance review 35 (2010) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10008664053
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Optimal insurance under the insurer's VaR constraint
Zhou, Chunyang; Wu, Chongfeng - In: The Geneva risk and insurance review 34 (2009) 2, pp. 140-154
Persistent link: https://www.econbiz.de/10003943465
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Convex ordering for insurance preferences
Cheung, Ka Chun; Chong, W. F.; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 64 (2015), pp. 409-416
Persistent link: https://www.econbiz.de/10011398122
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The design of an optimal retrospective rating plan
Chen, Xinxiang; Chi, Yichun; Tan, Ken Seng - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 141-163
Persistent link: https://www.econbiz.de/10011485141
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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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Risk measures induced by efficient insurance contracts
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas - In: Insurance / Mathematics & economics 103 (2022), pp. 56-65
Persistent link: https://www.econbiz.de/10013198326
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Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang; Zou, Jushen; Jiang, Wenjun - In: Insurance / Mathematics & economics 104 (2022), pp. 200-221
Persistent link: https://www.econbiz.de/10013264949