Optimal reinsurance under the Haezendonck risk measure (Q1950759)
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scientific article; zbMATH DE number 6162781
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance under the Haezendonck risk measure |
scientific article; zbMATH DE number 6162781 |
Statements
Optimal reinsurance under the Haezendonck risk measure (English)
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13 May 2013
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optimal reinsurance
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Haezendonck risk measure
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expectation principle
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budget constraint
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CVaR
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0.8707659244537354
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0.8664141893386841
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0.8662615418434143
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0.8513815999031067
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0.8464464545249939
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