Optimal Reinsurance Revisited – A Geometric Approach (Q3569712)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance Revisited – A Geometric Approach |
scientific article |
Statements
Optimal Reinsurance Revisited – A Geometric Approach (English)
0 references
21 June 2010
0 references
value-at-risk
0 references
conditional tail expectation
0 references
reinsurance
0 references
expectation premium principle: comonotinicity
0 references
Wang's premium principle
0 references
increasing convex function
0 references
0 references
