An extension of Arrow's result on optimality of a stop loss contract (Q2485525): Difference between revisions

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Latest revision as of 23:05, 18 December 2024

scientific article
Language Label Description Also known as
English
An extension of Arrow's result on optimality of a stop loss contract
scientific article

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    An extension of Arrow's result on optimality of a stop loss contract (English)
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    5 August 2005
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    Reinsurance
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    Reinsurance contracts
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    Stop loss
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    Mean-variance premium principles
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    Risk measure
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    Harm function
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    Semi-variance
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