Marginal indemnification function formulation for optimal reinsurance (Q282271): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:54, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Marginal indemnification function formulation for optimal reinsurance |
scientific article |
Statements
Marginal indemnification function formulation for optimal reinsurance (English)
0 references
12 May 2016
0 references
optimal reinsurance
0 references
marginal indemnification function
0 references
Lagrangian dual method
0 references
distortion risk measure
0 references
inverse-S shaped distortion premium principle
0 references