Optimal reinsurance in the presence of counterparty default risk (Q2015635)
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: Optimal reinsurance in the presence of counterparty default risk |
scientific article; zbMATH DE number 6306913
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal reinsurance in the presence of counterparty default risk |
scientific article; zbMATH DE number 6306913 |
Statements
Optimal reinsurance in the presence of counterparty default risk (English)
0 references
23 June 2014
0 references
counterparty default risk
0 references
distorted risk measure
0 references
expected policyholder deficit
0 references
premium principle
0 references
optimal reinsurance
0 references
value-at-risk
0 references
0 references
0 references
0 references
