An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
scientific article

    Statements

    An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (English)
    0 references
    0 references
    0 references
    27 July 2022
    0 references
    optimal reinsurance
    0 references
    Solvency II
    0 references
    collective risk model
    0 references
    excess of loss
    0 references
    quota share
    0 references
    Pareto frontier
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers