A constraint-free approach to optimal reinsurance (Q4562060)
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scientific article; zbMATH DE number 6993748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constraint-free approach to optimal reinsurance |
scientific article; zbMATH DE number 6993748 |
Statements
A constraint-free approach to optimal reinsurance (English)
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14 December 2018
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optimal reinsurance
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expected utility
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convex premium principle
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Borch's theorem
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Pareto-optimal risk exchange
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constraint-free approach
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