Optimal reinsurance under expected shortfall risk measure (Q4980956)
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scientific article; zbMATH DE number 6311725
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance under expected shortfall risk measure |
scientific article; zbMATH DE number 6311725 |
Statements
30 June 2014
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ceded loss
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premium principle
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quota-share strategy
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stop-loss strategy
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0.869056224822998
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0.8677264451980591
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0.8590026497840881
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0.8587683439254761
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0.8574903607368469
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