Optimal Reinsurance Revisited – A Geometric Approach (Q3569712)
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scientific article; zbMATH DE number 5723976
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Reinsurance Revisited – A Geometric Approach |
scientific article; zbMATH DE number 5723976 |
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Optimal Reinsurance Revisited – A Geometric Approach (English)
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21 June 2010
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value-at-risk
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conditional tail expectation
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reinsurance
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expectation premium principle: comonotinicity
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Wang's premium principle
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increasing convex function
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0.9154426
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0.91175836
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0.9098903
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0.90926045
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0.90754974
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0.9064429
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0.90311766
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