Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers

Published:2023-01-27 Issue:4 Volume:27 Page:787-805
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Lee Gee Y.¹²^ORCID

Affiliation:

1. Actuarial Science Program, Department of Statistics and Probability, Michigan State University, East Lansing, Michigan

2. Department of Mathematics, Michigan State University, East Lansing, Michigan

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2022.2161578

Reference28 articles.

1. Optimal insurance and generalized deductibles

2. Optimal risk transfer under quantile-based risk measurers

3. On optimal reinsurance policy with distortion risk measures and premiums

4. Capital Allocation and Its Discontents

5. The Marginal Cost of Risk, Risk Measures, and Capital Allocation

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP