Optimal reinsurance with regulatory initial capital and default risk (Q2513436): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:40, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal reinsurance with regulatory initial capital and default risk |
scientific article |
Statements
Optimal reinsurance with regulatory initial capital and default risk (English)
0 references
28 January 2015
0 references
optimal reinsurance
0 references
reinsurance premium
0 references
value-at-risk
0 references
counterparty default risk
0 references
utility function
0 references
convex order
0 references