Optimal joint survival reinsurance: an efficient frontier approach (Q661206)
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scientific article; zbMATH DE number 6004729
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal joint survival reinsurance: an efficient frontier approach |
scientific article; zbMATH DE number 6004729 |
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Optimal joint survival reinsurance: an efficient frontier approach (English)
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10 February 2012
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optimal excess of loss reinsurance
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probability of ruin
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Appell polynomials
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joint survival of cedent and reinsurer
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expected profit
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efficient frontier
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copula functions
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0.915701389312744
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0.9022037386894226
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0.8452602028846741
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0.8388397097587585
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