Optimal risk allocation in reinsurance networks (Q1799630)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6958588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal risk allocation in reinsurance networks |
scientific article; zbMATH DE number 6958588 |
Statements
Optimal risk allocation in reinsurance networks (English)
0 references
19 October 2018
0 references
optimal reinsurance
0 references
range-value-at-risk
0 references
positively dependent through stochastic ordering
0 references
macroeconomic optimization
0 references
stochastic ordering
0 references
0 references
0.828731894493103
0 references
0.8218110203742981
0 references
0.8208826780319214
0 references
0.8156093955039978
0 references
0.8150737881660461
0 references
