Marginal indemnification function formulation for optimal reinsurance (Q282271)
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scientific article; zbMATH DE number 6579581
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| default for all languages | No label defined |
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| English | Marginal indemnification function formulation for optimal reinsurance |
scientific article; zbMATH DE number 6579581 |
Statements
Marginal indemnification function formulation for optimal reinsurance (English)
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12 May 2016
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optimal reinsurance
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marginal indemnification function
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Lagrangian dual method
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distortion risk measure
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inverse-S shaped distortion premium principle
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0.8011492490768433
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0.7740541100502014
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0.7730525732040405
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0.7687330842018127
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0.7672004699707031
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