Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate reinsurance designs for minimizing an insurer's capital requirement |
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Multivariate reinsurance designs for minimizing an insurer's capital requirement (English)
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3 February 2015
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optimal multivariate reinsurance
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layer reinsurance
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multivariate lower-orthant value-at-risk
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general reinsurance premium principles
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general risk dependence
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Lagrangian multiplier method
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