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- Publisher Website: 10.1080/03461238.2015.1054303
- Scopus: eid_2-s2.0-84934343825
- WOS: WOS:000392860800001
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Article: Characterizations of optimal reinsurance treaties: a cost-benefit approach
| Title | Characterizations of optimal reinsurance treaties: a cost-benefit approach |
|---|---|
| Authors | |
| Keywords | 1-Lipschitz actuarial pricing principle premium constraint risk margin risk-adjusted liability TVaR VaR Wang’s premium |
| Issue Date | 2017 |
| Publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp |
| Citation | Scandinavian Actuarial Journal, 2017, v. 2017 n. 1, p. 1-28 How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/248570 |
| ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.967 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Cheung, KC | - |
| dc.contributor.author | Lo, A | - |
| dc.date.accessioned | 2017-10-18T08:45:14Z | - |
| dc.date.available | 2017-10-18T08:45:14Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.citation | Scandinavian Actuarial Journal, 2017, v. 2017 n. 1, p. 1-28 | - |
| dc.identifier.issn | 0346-1238 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/248570 | - |
| dc.language | eng | - |
| dc.publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp | - |
| dc.relation.ispartof | Scandinavian Actuarial Journal | - |
| dc.rights | This is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article. | - |
| dc.subject | 1-Lipschitz | - |
| dc.subject | actuarial pricing principle | - |
| dc.subject | premium constraint | - |
| dc.subject | risk margin | - |
| dc.subject | risk-adjusted liability | - |
| dc.subject | TVaR | - |
| dc.subject | VaR | - |
| dc.subject | Wang’s premium | - |
| dc.title | Characterizations of optimal reinsurance treaties: a cost-benefit approach | - |
| dc.type | Article | - |
| dc.identifier.email | Cheung, KC: kccg@hku.hk | - |
| dc.identifier.authority | Cheung, KC=rp00677 | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1080/03461238.2015.1054303 | - |
| dc.identifier.scopus | eid_2-s2.0-84934343825 | - |
| dc.identifier.hkuros | 280200 | - |
| dc.identifier.volume | 2017 | - |
| dc.identifier.issue | 1 | - |
| dc.identifier.spage | 1 | - |
| dc.identifier.epage | 28 | - |
| dc.identifier.isi | WOS:000392860800001 | - |
| dc.publisher.place | Sweden | - |
| dc.identifier.issnl | 0346-1238 | - |