Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272): Difference between revisions
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Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit |
scientific article |
Statements
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (English)
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6 October 2016
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optimal reinsurance
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value-at-risk (VaR)
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tail value-at-risk (TVaR)
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risk limit
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two-layer reinsurance
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expectation premium principle
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