Optimal reinsurance under general law-invariant risk measures (Q4576840): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q692684 |
||
| Property / author | |||
| Property / author: Siu Pang Yung / rank | |||
Revision as of 09:49, 20 February 2024
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)
0 references
11 July 2018
0 references
optimal reinsurance
0 references
convex risk measures
0 references
stop-loss insurance
0 references
insurance layer
0 references
geometric approach
0 references
