A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801): Difference between revisions

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Latest revision as of 19:11, 15 July 2024

scientific article; zbMATH DE number 6880361
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English
A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
scientific article; zbMATH DE number 6880361

    Statements

    A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (English)
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    4 June 2018
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    distortion
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    1-Lipschitz
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    value-at-risk
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    reciprocal reinsurance
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    signed measure
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    Identifiers

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