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Article: Optimal Reinsurance Under General Law-Invariant Risk Measures

TitleOptimal Reinsurance Under General Law-Invariant Risk Measures
Authors
Cheung, KCSung, KCJYam, SCPYung, SP
Keywordsconvex risk measures
geometric approach
insurance layer
optimal reinsurance
stop-loss insurance
Issue Date2014
Citation
Scandinavian Actuarial Journal, v. 2014 n. 1, p. 72-91 How to Cite?
DOI: http://dx.doi.org/10.1080/03461238.2011.636880
Persistent Identifierhttp://hdl.handle.net/10722/183739
ISSN
0346-1238
2021 Impact Factor: 1.782
2020 SCImago Journal Rankings: 1.061
ISI Accession Number ID
WOS:000330933600005

 

DC FieldValueLanguage
dc.contributor.authorCheung, KCen_US
dc.contributor.authorSung, KCJen_US
dc.contributor.authorYam, SCPen_US
dc.contributor.authorYung, SPen_US
dc.date.accessioned2013-06-18T04:11:55Z-
dc.date.available2013-06-18T04:11:55Z-
dc.date.issued2014-
dc.identifier.citationScandinavian Actuarial Journal, v. 2014 n. 1, p. 72-91en_US
dc.identifier.issn0346-1238-
dc.identifier.urihttp://hdl.handle.net/10722/183739-
dc.languageengen_US
dc.relation.ispartofScandinavian Actuarial Journalen_US
dc.subjectconvex risk measures-
dc.subjectgeometric approach-
dc.subjectinsurance layer-
dc.subjectoptimal reinsurance-
dc.subjectstop-loss insurance-
dc.titleOptimal Reinsurance Under General Law-Invariant Risk Measuresen_US
dc.typeArticleen_US
dc.identifier.emailCheung, KC: kccg@hku.hken_US
dc.identifier.emailYung, SP: spyung@hku.hken_US
dc.identifier.authorityCheung, KC=rp00677en_US
dc.identifier.authorityYung, SP=rp00838en_US
dc.identifier.doi10.1080/03461238.2011.636880-
dc.identifier.scopuseid_2-s2.0-84893720054-
dc.identifier.hkuros214730en_US
dc.identifier.eissn1651-2030-
dc.identifier.isiWOS:000330933600005-
dc.identifier.issnl0346-1238-

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