Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009)
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scientific article
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| English | Optimality of excess-loss reinsurance under a mean-variance criterion |
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Optimality of excess-loss reinsurance under a mean-variance criterion (English)
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17 July 2017
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mean-variance criterion
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equilibrium reinsurance-investment strategy
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excess-loss reinsurance
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proportional reinsurance
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Lévy insurance model
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0.8753922581672668
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0.843308687210083
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0.8416680693626404
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0.8396340608596802
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