Optimal reinsurance arrangements in the presence of two reinsurers (Q4576862)

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scientific article; zbMATH DE number 6901171
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Optimal reinsurance arrangements in the presence of two reinsurers
scientific article; zbMATH DE number 6901171

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    Optimal reinsurance arrangements in the presence of two reinsurers (English)
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    11 July 2018
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    conditional value at risk
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    value at risk
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    layer reinsurance
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    Wang's premium principle
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    optimal reinsurance with multiple reinsurers
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