Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950)
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scientific article; zbMATH DE number 7513041
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance for both an insurer and a reinsurer under general premium principles |
scientific article; zbMATH DE number 7513041 |
Statements
Optimal reinsurance for both an insurer and a reinsurer under general premium principles (English)
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25 April 2022
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optimal reinsurance
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value-at-risk
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change-loss reinsurance
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layer reinsurance
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quota-share reinsurance with a limit
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0.8854467868804932
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0.8785025477409363
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0.8695986270904541
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0.8561137318611145
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