Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091): Difference between revisions
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Revision as of 07:23, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework |
scientific article |
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Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (English)
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31 January 2017
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multiple optimal reinsurance
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mean-CVaR
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nonparametric model
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kernel estimation
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\(\alpha\)-mixing process
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bootstrap
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