Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701)
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scientific article; zbMATH DE number 7431952
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance with default risk: a reinsurer's perspective |
scientific article; zbMATH DE number 7431952 |
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Optimal reinsurance with default risk: a reinsurer's perspective (English)
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23 November 2021
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optimal reinsurance
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default risk
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value at risk
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expected value premium principle
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exponential premium principle
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0.905332088470459
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0.8677264451980591
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0.8666238188743591
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0.8566726446151733
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0.8555240035057068
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