Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227)
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scientific article; zbMATH DE number 7127018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Budget-constrained optimal reinsurance design under coherent risk measures |
scientific article; zbMATH DE number 7127018 |
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Budget-constrained optimal reinsurance design under coherent risk measures (English)
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6 November 2019
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budget constraint
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distortion
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TVaR
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mini-max theorem
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Neyman-Pearson
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