Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints (Q2866026)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints |
scientific article |
Statements
12 December 2013
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optimal reinsurance
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average value at risk
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value at risk
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Wang's premium principle
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single and double insurance layers
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Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints (English)
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