Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341)
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scientific article; zbMATH DE number 6284368
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| English | Computing bounds on the expected payoff of Alternative Risk Transfer products |
scientific article; zbMATH DE number 6284368 |
Statements
Computing bounds on the expected payoff of Alternative Risk Transfer products (English)
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14 April 2014
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Alternative Risk Transfer
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semiparametric bounds
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Dantzig-Wolfe decomposition
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reinsurance
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option pricing
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0.7151594758033752
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0.6949331164360046
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0.6884779334068298
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0.6877233386039734
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0.6877233386039734
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