Optimal reinsurance with multivariate risks and dependence uncertainty (Q6982429)
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scientific article; zbMATH DE number 8042201
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal reinsurance with multivariate risks and dependence uncertainty |
scientific article; zbMATH DE number 8042201 |
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Optimal reinsurance with multivariate risks and dependence uncertainty (English)
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19 May 2025
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optimal reinsurance
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multivariate risks
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dependence uncertainty
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value-at-risk
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expected shortfall
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range-value-at-risk
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