Restricted optimal retention in stop-loss reinsurance under VaR risk measure (Q3112148)
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scientific article; zbMATH DE number 5997343
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| English | Restricted optimal retention in stop-loss reinsurance under VaR risk measure |
scientific article; zbMATH DE number 5997343 |
Statements
13 January 2012
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risk measure
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reinsurance
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optimization
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retention
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value-at-risk
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0.9658725261688232
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0.9072209596633912
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0.875531792640686
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0.8717721104621887
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