How retention levels influence the variability of the total risk under reinsurance (Q839893): Difference between revisions

@@ Property / author @@
-Laureano Fernando Escudero Bueno
@@ Property / author: Laureano Fernando Escudero Bueno / rank @@
-Normal rank
@@ Property / author @@
+Laureano Fernando Escudero Bueno
@@ Property / author: Laureano Fernando Escudero Bueno / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11750-009-0085-4
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+W1992508134
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+Bounds for means and variances of progressive type II censored order statistics
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+Statistics of Extremes
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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+Moment bounds on discrete expected stop-loss transforms, with applications
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+Optimal reinsurance and stop-loss order
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@@ links / mardi / name / links / mardi / name @@
+Publication:839893