OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (Q4563786)

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scientific article; zbMATH DE number 6880345
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OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
scientific article; zbMATH DE number 6880345

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    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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