Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium |
scientific article |
Statements
Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (English)
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22 June 2011
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conditioned tailed expectation (CTE)
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quota-share after stop-loss
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reinsurance
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stop-loss after quota-share
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value at risk (VaR)
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