Optimal proportional reinsurance from the point of view of cedent and reinsurer (Q4575471)
From MaRDI portal
scientific article; zbMATH DE number 6903665
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal proportional reinsurance from the point of view of cedent and reinsurer |
scientific article; zbMATH DE number 6903665 |
Statements
Optimal proportional reinsurance from the point of view of cedent and reinsurer (English)
0 references
13 July 2018
0 references
reinsurance
0 references
expected utility
0 references
indifference pricing
0 references
Pareto optimality
0 references
compound Poisson distribution
0 references