Reinsurance in arbitrage-free markets (Q1182782): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:02, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance in arbitrage-free markets |
scientific article |
Statements
Reinsurance in arbitrage-free markets (English)
0 references
28 June 1992
0 references
martingale theory
0 references
dynamic reinsurance policies
0 references
continuous Lundberg model
0 references
claims
0 references
interest rates
0 references
stochastic processes
0 references
arbitrage-free markets
0 references
premium calculation
0 references
stop loss
0 references
excess loss
0 references
compound Poisson
0 references
Pareto-optimal allocations of total risk
0 references
proportional risk sharing
0 references
