A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unifying approach to constrained and unconstrained optimal reinsurance |
scientific article |
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A unifying approach to constrained and unconstrained optimal reinsurance (English)
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26 July 2019
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distortion risk measure
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distortion premium principle
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geometric approach
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Lagrangian dual method
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unconstrained optimization problem
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constrained optimization problem
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