Optimal reinsurance under general law-invariant risk measures (Q4576840): Difference between revisions
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scientific article; zbMATH DE number 6901152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under general law-invariant risk measures |
scientific article; zbMATH DE number 6901152 |
Statements
Optimal reinsurance under general law-invariant risk measures (English)
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11 July 2018
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optimal reinsurance
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convex risk measures
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stop-loss insurance
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insurance layer
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geometric approach
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