Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448)
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scientific article; zbMATH DE number 6903649
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| English | Characterizations of optimal reinsurance treaties: a cost-benefit approach |
scientific article; zbMATH DE number 6903649 |
Statements
Characterizations of optimal reinsurance treaties: a cost-benefit approach (English)
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13 July 2018
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risk-adjusted liability
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risk margin
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premium constraint
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VaR
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TVaR
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Wang's premium
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actuarial pricing principle
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1-Lipschitz
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0.8277354836463928
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0.8168054819107056
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0.8093592524528503
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0.8005490899085999
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0.8002043962478638
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