Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091)
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 multivariate quota-share reinsurance: a nonparametric mean-CVaR framework |
scientific article; zbMATH DE number 6679046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework |
scientific article; zbMATH DE number 6679046 |
Statements
Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (English)
0 references
31 January 2017
0 references
multiple optimal reinsurance
0 references
mean-CVaR
0 references
nonparametric model
0 references
kernel estimation
0 references
\(\alpha\)-mixing process
0 references
bootstrap
0 references
0.8183318376541138
0 references
0.8006485104560852
0 references
0.7899970412254333
0 references
0.7807178497314453
0 references
0.7795262336730957
0 references
