Optimal joint survival reinsurance: an efficient frontier approach (Q661206): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:52, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal joint survival reinsurance: an efficient frontier approach |
scientific article |
Statements
Optimal joint survival reinsurance: an efficient frontier approach (English)
0 references
10 February 2012
0 references
optimal excess of loss reinsurance
0 references
probability of ruin
0 references
Appell polynomials
0 references
joint survival of cedent and reinsurer
0 references
expected profit
0 references
efficient frontier
0 references
copula functions
0 references
