Optimal risk transfer under quantile-based risk measurers (Q2446006)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6285082
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal risk transfer under quantile-based risk measurers |
scientific article; zbMATH DE number 6285082 |
Statements
Optimal risk transfer under quantile-based risk measurers (English)
0 references
15 April 2014
0 references
expected shortfall
0 references
distorted risk measure
0 references
premium principle
0 references
optimal reinsurance
0 references
truncated tail value-at-risk
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
0.8560713529586792
0 references
0.816226065158844
0 references
0.8073065280914307
0 references
0.8052978515625
0 references
0.7915051579475403
0 references
