Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs |
scientific article |
Statements
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (English)
0 references
19 November 2021
0 references
optimal reinsurance design
0 references
distortion risk measures
0 references
distortion premium principle
0 references
heterogeneous beliefs
0 references
multiple reinsurers
0 references
0 references
0 references
0 references
0 references