Portfolio risk analysis of excess of loss reinsurance (Q2670110)
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scientific article; zbMATH DE number 7487248
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio risk analysis of excess of loss reinsurance |
scientific article; zbMATH DE number 7487248 |
Statements
Portfolio risk analysis of excess of loss reinsurance (English)
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10 March 2022
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mixture
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solvency capital requirement
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retention
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law of large numbers
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distortion risk measures
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0.7520924210548401
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0.7356930375099182
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0.7336288094520569
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0.7315474152565002
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