Optimal reinsurance with probabilistic constraints under distortion risk measure (Q6200370)
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scientific article; zbMATH DE number 7822719
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance with probabilistic constraints under distortion risk measure |
scientific article; zbMATH DE number 7822719 |
Statements
22 March 2024
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reinsurance
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distortion risk measure
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generalized distortion premium principle
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risk constraints
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0.9257411360740662
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0.9132623076438904
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0.8909273147583008
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0.8718557357788086
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0.8715246915817261
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