How retention levels influence the variability of the total risk under reinsurance (Q839893)
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scientific article; zbMATH DE number 5601701
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | How retention levels influence the variability of the total risk under reinsurance |
scientific article; zbMATH DE number 5601701 |
Statements
How retention levels influence the variability of the total risk under reinsurance (English)
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3 September 2009
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excess-loss reinsurance
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stop-loss reinsurance
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stochastic directional convexity
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directionally convex functions
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increasing convex order
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0.8396506
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0.8383878
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0.8355935
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0.83519936
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0.83322185
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0.83192706
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0.83143735
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0.83031857
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