Optimal allocation of policy limits in layer reinsurance treaties (Q6163067)
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scientific article; zbMATH DE number 7697095
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal allocation of policy limits in layer reinsurance treaties |
scientific article; zbMATH DE number 7697095 |
Statements
Optimal allocation of policy limits in layer reinsurance treaties (English)
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16 June 2023
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comonotonicity
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layer reinsurance treaty
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majorization
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RWSAI
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stop-loss order
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0.8312665820121765
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0.828731894493103
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0.8199670910835266
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0.8061271905899048
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0.8027101159095764
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