The optimal retrospective reinsurance with the minimum risk-adjusted value (Q6141815)
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scientific article; zbMATH DE number 7793064
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| English | The optimal retrospective reinsurance with the minimum risk-adjusted value |
scientific article; zbMATH DE number 7793064 |
Statements
23 January 2024
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retrospective premium principle
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risk measure
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risk-adjusted value
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optimal reinsurance
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0.8188586235046387
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0.7914431095123291
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0.7670758962631226
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0.7667089700698853
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