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Article: Characterizations of optimal reinsurance treaties: a cost-benefit approach

TitleCharacterizations of optimal reinsurance treaties: a cost-benefit approach
Authors
Keywords1-Lipschitz
actuarial pricing principle
premium constraint
risk margin
risk-adjusted liability
TVaR
VaR
Wang’s premium
Issue Date2017
PublisherTaylor & 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 Identifierhttp://hdl.handle.net/10722/248570
ISSN
2021 Impact Factor: 1.782
2020 SCImago Journal Rankings: 1.061
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorCheung, KC-
dc.contributor.authorLo, A-
dc.date.accessioned2017-10-18T08:45:14Z-
dc.date.available2017-10-18T08:45:14Z-
dc.date.issued2017-
dc.identifier.citationScandinavian Actuarial Journal, 2017, v. 2017 n. 1, p. 1-28-
dc.identifier.issn0346-1238-
dc.identifier.urihttp://hdl.handle.net/10722/248570-
dc.languageeng-
dc.publisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp-
dc.relation.ispartofScandinavian Actuarial Journal-
dc.rightsThis 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.subject1-Lipschitz-
dc.subjectactuarial pricing principle-
dc.subjectpremium constraint-
dc.subjectrisk margin-
dc.subjectrisk-adjusted liability-
dc.subjectTVaR-
dc.subjectVaR-
dc.subjectWang’s premium-
dc.titleCharacterizations of optimal reinsurance treaties: a cost-benefit approach-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/03461238.2015.1054303-
dc.identifier.scopuseid_2-s2.0-84934343825-
dc.identifier.hkuros280200-
dc.identifier.volume2017-
dc.identifier.issue1-
dc.identifier.spage1-
dc.identifier.epage28-
dc.identifier.isiWOS:000392860800001-
dc.publisher.placeSweden-
dc.identifier.issnl0346-1238-

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