Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints (Q2866026)
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scientific article; zbMATH DE number 6237816
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| English | Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints |
scientific article; zbMATH DE number 6237816 |
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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0.9191006
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0.8893047
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0.8885987
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0.8865434
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0.8838587
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0.88117635
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0.8802533
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Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints (English)
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