Yuxia Huang

Central University of Finance and Economics

770 Middle Road

Dresden, ME 04342

United States

SCHOLARLY PAPERS

1

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134

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0

Scholarly Papers (1)

1.

Optimal Risk Management with Reinsurance and its Counterparty Risk Hedging

Number of pages: 30 Posted: 22 Feb 2023
Yuxia Huang, Yichun Chi and Tao Hu
Central University of Finance and Economics, Central University of Finance and Economics (CUFE) and Central University of Finance and Economics
Downloads 134 (465,404)

Abstract:

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Counterparty risk, Hedging, Mossin's theorem, No-sabotage condition, Optimal reinsurance design