Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971)
From MaRDI portal
scientific article; zbMATH DE number 7529912
Language | Label | Description | Also known as |
---|---|---|---|
English | Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles |
scientific article; zbMATH DE number 7529912 |
Statements
Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (English)
0 references
20 May 2022
0 references
optimal reinsurance
0 references
value-at-risk
0 references
Pareto optimality
0 references
Dutch premium principle
0 references
Wang's premium principle
0 references
0 references