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Article: Optimal reinsurance in the presence of counterparty default risk

TitleOptimal reinsurance in the presence of counterparty default risk
Authors
Issue Date2013
PublisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics and Economics, 2013, v. 53, p. 690-697 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/203423
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorAsimit, AVen_US
dc.contributor.authorBadescu, AMen_US
dc.contributor.authorCheung, KCen_US
dc.date.accessioned2014-09-19T15:10:26Z-
dc.date.available2014-09-19T15:10:26Z-
dc.date.issued2013en_US
dc.identifier.citationInsurance: Mathematics and Economics, 2013, v. 53, p. 690-697en_US
dc.identifier.urihttp://hdl.handle.net/10722/203423-
dc.languageengen_US
dc.publisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/imeen_US
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in <Journal title>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, [VOL#, ISSUE#, (DATE)] DOI#en_US
dc.titleOptimal reinsurance in the presence of counterparty default risken_US
dc.typeArticleen_US
dc.identifier.emailCheung, KC: kccg@hku.hken_US
dc.identifier.authorityCheung, KC=rp00677en_US
dc.identifier.doi10.1016/j.insmatheco.2013.09.012en_US
dc.identifier.hkuros237356en_US
dc.identifier.volume53en_US
dc.identifier.spage690en_US
dc.identifier.epage697en_US
dc.identifier.isiWOS:000328659700020-

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