Optimal proportional reinsurance under dependent risks (Q394398)
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scientific article; zbMATH DE number 6250630
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| default for all languages | No label defined |
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| English | Optimal proportional reinsurance under dependent risks |
scientific article; zbMATH DE number 6250630 |
Statements
Optimal proportional reinsurance under dependent risks (English)
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27 January 2014
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adjustment coefficient
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mean-variance principle
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optimal proportional reinsurance
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thinning-dependence structure
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0.9173234701156616
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0.903955340385437
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0.8997496366500854
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0.8894739151000977
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