Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964)
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scientific article; zbMATH DE number 7057806
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| default for all languages | No label defined |
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| English | Risk-adjusted bowley reinsurance under distorted probabilities |
scientific article; zbMATH DE number 7057806 |
Statements
Risk-adjusted bowley reinsurance under distorted probabilities (English)
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23 May 2019
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Bowley solution
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Stackelberg equilibria
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equilibrium reinsurance strategy
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pricing density
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general premium principle
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distortion risk measure
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tail value-at-risk
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value-at-risk
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0.866270899772644
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0.8559876680374146
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0.8539221882820129
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0.8479651808738708
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0.8106673359870911
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