Optimal reinsurance under general law-invariant risk measures (Q4576840)
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scientific article; zbMATH DE number 6901152
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| English | Optimal reinsurance under general law-invariant risk measures |
scientific article; zbMATH DE number 6901152 |
Statements
Optimal reinsurance under general law-invariant risk measures (English)
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11 July 2018
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optimal reinsurance
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convex risk measures
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stop-loss insurance
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insurance layer
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geometric approach
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0.9049684405326844
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0.8900817036628723
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0.878431499004364
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0.8638764023780823
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0.8606979250907898
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