Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856)
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scientific article; zbMATH DE number 6668189
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| English | Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures |
scientific article; zbMATH DE number 6668189 |
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Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (English)
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22 December 2016
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optimal reinsurance
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distortion risk measure
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0.915807008743286
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0.8944907784461975
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0.879128634929657
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0.8599420189857483
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0.8314611315727234
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