Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992): Difference between revisions

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Latest revision as of 09:34, 8 July 2024

scientific article
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Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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    Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (English)
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    15 April 2014
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    optimal reinsurance
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    distortion risk measure
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    reinsurance premium principle
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    Wang's premium principle
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    VaR
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    TVaR
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