PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777)
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scientific article; zbMATH DE number 6880335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS |
scientific article; zbMATH DE number 6880335 |
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PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (English)
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4 June 2018
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reinsurance bargaining
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comonotonic additivity
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inverse-S shaped distortion function
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value-at-risk
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