Optimal reinsurance problems with extrapolative claim expectation (Q4563345)
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scientific article; zbMATH DE number 6879635
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance problems with extrapolative claim expectation |
scientific article; zbMATH DE number 6879635 |
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Optimal reinsurance problems with extrapolative claim expectation (English)
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31 May 2018
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dynamic premium
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extrapolative bias
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past claims
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proportional reinsurance
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0.7940710186958313
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0.7861469388008118
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0.7775525450706482
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