Optimal risk transfer for agents with germs (Q661203)
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scientific article; zbMATH DE number 6004726
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal risk transfer for agents with germs |
scientific article; zbMATH DE number 6004726 |
Statements
Optimal risk transfer for agents with germs (English)
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10 February 2012
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convex risk measure
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optimal risk transfer
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risk sharing
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generalized entropic risk measure
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generalized exponential premium
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intertemporal source-dependent quotient sharing
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risk management
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0.7828919887542725
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0.7766315340995789
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0.775143027305603
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0.7737663388252258
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0.7723016142845154
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