Optimal reinsurance with premium constraint under distortion risk measures (Q2514611): 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 with premium constraint under distortion risk measures |
scientific article |
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Optimal reinsurance with premium constraint under distortion risk measures (English)
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3 February 2015
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VaR
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TVaR
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distortion risk measure
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stop loss reinsurance
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truncated stop-loss reinsurance
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expected value premium principle
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