Optimal reinsurance with expectile (Q4575369)
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scientific article; zbMATH DE number 6903558
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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