Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693)
From MaRDI portal
scientific article; zbMATH DE number 7804008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-constrained optimal reinsurance model from the duality perspectives |
scientific article; zbMATH DE number 7804008 |
Statements
Multi-constrained optimal reinsurance model from the duality perspectives (English)
0 references
13 February 2024
0 references
optimal reinsurance
0 references
generalized Neyman-Pearson lemma
0 references
distortion risk measure
0 references
duality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
