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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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