Optimal risk allocation for convex risk functionals in general risk domains (Q490351)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal risk allocation for convex risk functionals in general risk domains |
scientific article; zbMATH DE number 6389295
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal risk allocation for convex risk functionals in general risk domains |
scientific article; zbMATH DE number 6389295 |
Statements
Optimal risk allocation for convex risk functionals in general risk domains (English)
0 references
22 January 2015
0 references
optimal risk allocation
0 references
optimal reinsurance problem
0 references
Orlicz space
0 references
Orlicz heart
0 references
expected utility
0 references
risk functional
0 references
0.8793094158172607
0 references
0.8533401489257812
0 references
0.8349212408065796
0 references
0.8317572474479675
0 references
0.813500165939331
0 references
