OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551)
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scientific article; zbMATH DE number 7400644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION |
scientific article; zbMATH DE number 7400644 |
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OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (English)
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24 September 2021
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optimal reinsurance
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asymmetric information
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individual rationality
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incentive compatibility
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distortion risk measure
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