Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk (Q2996868)
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scientific article; zbMATH DE number 5883539
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| English | Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk |
scientific article; zbMATH DE number 5883539 |
Statements
OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (English)
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4 May 2011
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0.8637688159942627
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0.8614657521247864
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0.8516329526901245
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0.8512277007102966
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0.8486647605895996
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