Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.11.006 / rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2558010647 / rank | |||
Revision as of 16:18, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework |
scientific article |
Statements
Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (English)
0 references
31 January 2017
0 references
multiple optimal reinsurance
0 references
mean-CVaR
0 references
nonparametric model
0 references
kernel estimation
0 references
\(\alpha\)-mixing process
0 references
bootstrap
0 references