Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693)
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scientific article; zbMATH DE number 7804008
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| English | Multi-constrained optimal reinsurance model from the duality perspectives |
scientific article; zbMATH DE number 7804008 |
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Multi-constrained optimal reinsurance model from the duality perspectives (English)
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13 February 2024
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optimal reinsurance
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generalized Neyman-Pearson lemma
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distortion risk measure
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duality
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0.8478242754936218
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0.846708357334137
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0.8188284039497375
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0.8179475665092468
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0.8154283165931702
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