Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895)
From MaRDI portal
scientific article; zbMATH DE number 7700993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with general premium principles based on RVaR and WVaR |
scientific article; zbMATH DE number 7700993 |
Statements
Optimal reinsurance with general premium principles based on RVaR and WVaR (English)
0 references
23 June 2023
0 references
optimal reinsurance
0 references
RVaR
0 references
WVaR
0 references
expectation premium principle
0 references
Wang's premium principle
0 references
0 references
0 references
0 references
0 references
