Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997)
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scientific article; zbMATH DE number 7648751
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributionally robust reinsurance with value-at-risk and conditional value-at-risk |
scientific article; zbMATH DE number 7648751 |
Statements
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (English)
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1 February 2023
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value-at-risk
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conditional value-at-risk
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distributional robust reinsurance
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uncertainty
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stop-loss
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0.8327668309211731
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0.8291906118392944
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0.8063870072364807
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0.8044270277023315
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0.793718159198761
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