Optimal reinsurance with expectile (Q4575369)
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scientific article; zbMATH DE number 6903558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal reinsurance with expectile |
scientific article; zbMATH DE number 6903558 |
Statements
Optimal reinsurance with expectile (English)
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13 July 2018
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reinsurance
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risk measure
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expectile
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coherent
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elicitable
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premium principle
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actuarial reserve
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risk margin
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liability
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0.84731525182724
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0.8392930030822754
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0.8376982808113098
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0.8331721425056458
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0.8302880525588989
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