Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611): Difference between revisions
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Revision as of 13:03, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer |
scientific article |
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Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (English)
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27 April 2015
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distortion risk measure
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expected value premium principle
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optimal reinsurance strategy
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tail value-at-risk (TVaR)
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value-at-risk (VaR)
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