Optimal risk allocation in reinsurance networks (Q1799630)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal risk allocation in reinsurance networks |
scientific article |
Statements
Optimal risk allocation in reinsurance networks (English)
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19 October 2018
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optimal reinsurance
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range-value-at-risk
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positively dependent through stochastic ordering
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macroeconomic optimization
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stochastic ordering
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0.828731894493103
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0.8218110203742981
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0.8208826780319214
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0.8156093955039978
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0.8150737881660461
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