Risk in a large claims insurance market with bipartite graph structure
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- Oliver Kley & Claudia Klüppelberg & Gesine Reinert, 2016. "Risk in a Large Claims Insurance Market with Bipartite Graph Structure," Operations Research, INFORMS, vol. 64(5), pages 1159-1176, October.
- Oliver Kley & Claudia Kluppelberg, 2015. "Bounds for randomly shared risk of heavy-tailed loss factors," Papers 1503.03726, arXiv.org, revised Apr 2016.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2014-11-12 (Game Theory)
- NEP-IAS-2014-11-12 (Insurance Economics)
- NEP-RMG-2014-11-12 (Risk Management)
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