PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777)

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scientific article; zbMATH DE number 6880335
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PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
scientific article; zbMATH DE number 6880335

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    PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (English)
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    4 June 2018
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    reinsurance bargaining
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    comonotonic additivity
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    inverse-S shaped distortion function
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    value-at-risk
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