PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777): Difference between revisions

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Latest revision as of 20:10, 15 July 2024

scientific article; zbMATH DE number 6880335
Language Label Description Also known as
English
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
scientific article; zbMATH DE number 6880335

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    PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (English)
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    4 June 2018
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    reinsurance bargaining
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    comonotonic additivity
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    inverse-S shaped distortion function
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    value-at-risk
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