The optimal reinsurance strategy -- the individual claim case (Q659252)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal reinsurance strategy -- the individual claim case |
scientific article |
Statements
The optimal reinsurance strategy -- the individual claim case (English)
0 references
10 February 2012
0 references
optimal reinsurance
0 references
adjustment coefficient
0 references
expected utility
0 references
exponential utility function
0 references
convex premium principles
0 references
risk
0 references
Katz family
0 references
0 references
