Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) |
scientific article |
Statements
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (English)
0 references
19 November 2018
0 references
distortion risk measures
0 references
capital allocation
0 references
Euler allocation
0 references
Aumann-Shapley
0 references
reinsurance
0 references
aggregation
0 references
