Optimal risk management with reinsurance and its counterparty risk hedging-Reference-Cited by-同舟云学术

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Optimal risk management with reinsurance and its counterparty risk hedging

Published:2023-11 Issue: Volume:113 Page:274-292
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Chi Yichun,Hu Tao,Huang Yuxia

Publisher

Elsevier BV

Subject

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

Reference27 articles.

1. Uncertainty and the welfare economics of medical care;Arrow;American Economic Review,1963

2. Optimal reinsurance in the presence of counterparty default risk;Asimit;Insurance: Mathematics and Economics,2013

3. Optimal reinsurance with general risk measures;Balbás;Insurance: Mathematics and Economics,2009

4. Impact of counterparty risk on the reinsurance market;Bernard;North American Actuarial Journal,2012

5. Reinsurance credit risk: a market-consistent paradigm for quantifying the cost of risk;Bodoff;Variance: Advancing the Science of Risk,2013

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. BLANK DRAFTS TO SECURE OBLIGATIONS WITHOUT FINANCIAL RISK;AD ALTA: Journal of Interdisciplinary Research;2024-06-30

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