Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (Q2866024)
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scientific article; zbMATH DE number 6237814
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability |
scientific article; zbMATH DE number 6237814 |
Statements
12 December 2013
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capital at risk
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cost of capital
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conditional value at risk
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value at risk
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optimal reinsurance
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Wang's premium principle
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Dutch premium principle
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layer reinsurance
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Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (English)
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0.8900976181030273
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0.8846603035926819
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0.8839535713195801
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0.875850260257721
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