Optimal risk-sharing across a network of insurance companies (Q2212158)
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scientific article; zbMATH DE number 7275980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal risk-sharing across a network of insurance companies |
scientific article; zbMATH DE number 7275980 |
Statements
Optimal risk-sharing across a network of insurance companies (English)
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19 November 2020
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risk transfer
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risk-based capital
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reinsurance
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return optimisation
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conditional expected shortfall
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0.9554943
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0.8927587
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0.8833766
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0.8814659
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0.87843424
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0.8749398
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0.87258583
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