The optimal reinsurance strategy -- the individual claim case (Q659252)
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scientific article; zbMATH DE number 6004711
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The optimal reinsurance strategy -- the individual claim case |
scientific article; zbMATH DE number 6004711 |
Statements
The optimal reinsurance strategy -- the individual claim case (English)
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10 February 2012
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optimal reinsurance
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adjustment coefficient
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expected utility
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exponential utility function
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convex premium principles
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risk
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Katz family
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0.8917642831802368
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0.876115620136261
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0.8630723357200623
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0.8522610664367676
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