A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801)
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scientific article; zbMATH DE number 6880361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS |
scientific article; zbMATH DE number 6880361 |
Statements
A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (English)
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4 June 2018
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distortion
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1-Lipschitz
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value-at-risk
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reciprocal reinsurance
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signed measure
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