File Download

There are no files associated with this item.

Supplementary

Conference Paper: Optimal reinsurance with dependent risks

TitleOptimal reinsurance with dependent risks
Authors
Yuen, KC
Issue Date2018
PublisherDepartment of Mathematics, Southern University of Science and Technology.
Citation
Seminar, Department of Mathematics, Southern University of Science and Technology, Shenzhen, China, 18 December 2018 How to Cite?
AbstractIn practice, an insurance company usually has several classes of business which are more or less correlated with each other. In view of the complex nature of modern insurance products, research on modeling dependent classes of business has become an important topic in the actuarial literature. In particular, the so-called risk model with thinning dependence proposed by Wang and Yuen (2005) [Insurance: Mathematics and Economics, 36(3), 456-468] has attracted much attention in recent years. A special case of the thinning risk model is the frequently-used common shock risk model. In this talk, the problem of optimal reinsurance under thinning dependence is discussed.
Persistent Identifierhttp://hdl.handle.net/10722/271504

 

DC FieldValueLanguage
dc.contributor.authorYuen, KC-
dc.date.accessioned2019-07-02T07:19:37Z-
dc.date.available2019-07-02T07:19:37Z-
dc.date.issued2018-
dc.identifier.citationSeminar, Department of Mathematics, Southern University of Science and Technology, Shenzhen, China, 18 December 2018-
dc.identifier.urihttp://hdl.handle.net/10722/271504-
dc.description.abstractIn practice, an insurance company usually has several classes of business which are more or less correlated with each other. In view of the complex nature of modern insurance products, research on modeling dependent classes of business has become an important topic in the actuarial literature. In particular, the so-called risk model with thinning dependence proposed by Wang and Yuen (2005) [Insurance: Mathematics and Economics, 36(3), 456-468] has attracted much attention in recent years. A special case of the thinning risk model is the frequently-used common shock risk model. In this talk, the problem of optimal reinsurance under thinning dependence is discussed.-
dc.languageeng-
dc.publisherDepartment of Mathematics, Southern University of Science and Technology. -
dc.relation.ispartofSeminar, Department of Mathematics, Southern University of Science and Technology, Shenzhen, China-
dc.titleOptimal reinsurance with dependent risks-
dc.typeConference_Paper-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.identifier.hkuros298143-
dc.publisher.placeShenzhen-

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats