Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust reinsurance with value-at-risk and conditional value-at-risk |
scientific article |
Statements
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (English)
0 references
1 February 2023
0 references
value-at-risk
0 references
conditional value-at-risk
0 references
distributional robust reinsurance
0 references
uncertainty
0 references
stop-loss
0 references
0 references
0 references
0 references
