Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722)
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scientific article; zbMATH DE number 7032699
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| English | Pareto-optimal reinsurance policies in the presence of individual risk constraints |
scientific article; zbMATH DE number 7032699 |
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Pareto-optimal reinsurance policies in the presence of individual risk constraints (English)
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6 March 2019
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distortion
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1-Lipschitz
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value-at-risk
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Pareto frontier
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multi-criteria optimization
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risk sharing
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