Optimal Reinsurance Revisited – A Geometric Approach (Q3569712): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance Revisited – A Geometric Approach |
scientific article |
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Optimal Reinsurance Revisited – A Geometric Approach (English)
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21 June 2010
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value-at-risk
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conditional tail expectation
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reinsurance
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expectation premium principle: comonotinicity
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Wang's premium principle
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increasing convex function
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