Robust reinsurance contracts with uncertainty about jump risk (Q1754197)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust reinsurance contracts with uncertainty about jump risk |
scientific article; zbMATH DE number 6876620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust reinsurance contracts with uncertainty about jump risk |
scientific article; zbMATH DE number 6876620 |
Statements
Robust reinsurance contracts with uncertainty about jump risk (English)
0 references
30 May 2018
0 references
game theory
0 references
ambiguity
0 references
proportional reinsurance
0 references
excess-loss reinsurance
0 references
reinsurance price
0 references
0 references
0 references
0 references
0 references
0.9269617795944214
0 references
0.9255965352058412
0 references
0.8803311586380005
0 references
0.8720209002494812
0 references
0.8562700152397156
0 references