Optimal reinsurance from the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition (Q5152552)
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scientific article; zbMATH DE number 7400645
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| English | Optimal reinsurance from the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition |
scientific article; zbMATH DE number 7400645 |
Statements
OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (English)
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24 September 2021
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optimal reinsurance
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risk measure
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conditional value-at-risk
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Vajda condition
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0.8755888342857361
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0.8728175759315491
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0.8727930784225464
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0.8695986270904541
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0.8608607649803162
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