Optimal reinsurance from the perspectives of both an insurer and a reinsurer (Q4563786)
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scientific article; zbMATH DE number 6880345
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal reinsurance from the perspectives of both an insurer and a reinsurer |
scientific article; zbMATH DE number 6880345 |
Statements
OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (English)
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4 June 2018
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optimal reinsurance
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value-at-risk
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insurer's loss
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reinsurer's profit
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expected value reinsurance principle
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0.8854467868804932
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0.8703439831733704
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0.8622827529907227
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