Optimal risk transfers in insurance groups (Q362045): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C90 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6199554 / rank | |||
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cost of capital | |||
| Property / zbMATH Keywords: cost of capital / rank | |||
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expected shortfall | |||
| Property / zbMATH Keywords: expected shortfall / rank | |||
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insurance groups | |||
| Property / zbMATH Keywords: insurance groups / rank | |||
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optimal reinsurance | |||
| Property / zbMATH Keywords: optimal reinsurance / rank | |||
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value-at-risk | |||
| Property / zbMATH Keywords: value-at-risk / rank | |||
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Revision as of 10:50, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk transfers in insurance groups |
scientific article |
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Optimal risk transfers in insurance groups (English)
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20 August 2013
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cost of capital
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expected shortfall
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insurance groups
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optimal reinsurance
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value-at-risk
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