Reinsurance premium principles based on weighted loss functions (Q5242235)
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scientific article; zbMATH DE number 7127026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance premium principles based on weighted loss functions |
scientific article; zbMATH DE number 7127026 |
Statements
Reinsurance premium principles based on weighted loss functions (English)
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6 November 2019
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reinsurance
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ceded loss function
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premium principle
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expectile principle
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quantile principle
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left-continuous inverse function
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right-continuous inverse function
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