Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992): Difference between revisions
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Revision as of 08:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles |
scientific article |
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Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (English)
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15 April 2014
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optimal reinsurance
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distortion risk measure
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reinsurance premium principle
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Wang's premium principle
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VaR
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TVaR
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