Optimal reinsurance under general law-invariant risk measures (Q4576840)

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scientific article; zbMATH DE number 6901152
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Optimal reinsurance under general law-invariant risk measures
scientific article; zbMATH DE number 6901152

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    title
    Optimal reinsurance under general law-invariant risk measures (English)
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    author
    Ka Chun Cheung
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    K. C. J. Sung
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    Sheung Chi Phillip Yam
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    Siu Pang Yung
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    publication date
    11 July 2018
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    zbMATH DE Number
    6901152
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    zbMATH Keywords
    optimal reinsurance
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    convex risk measures
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    stop-loss insurance
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    insurance layer
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    geometric approach
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    OpenAlex ID
    W2091213282
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