Optimal reinsurance with regulatory initial capital and default risk (Q2513436)
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scientific article; zbMATH DE number 6391692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance with regulatory initial capital and default risk |
scientific article; zbMATH DE number 6391692 |
Statements
Optimal reinsurance with regulatory initial capital and default risk (English)
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28 January 2015
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optimal reinsurance
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reinsurance premium
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value-at-risk
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counterparty default risk
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utility function
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convex order
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0.8555240035057068
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0.8494354486465454
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0.8287717700004578
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0.8182833194732666
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0.8019782304763794
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