Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures |
scientific article |
Statements
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (English)
0 references
22 December 2016
0 references
optimal reinsurance
0 references
distortion risk measure
0 references
0 references
0 references
