Optimal retention for a stop-loss reinsurance with incomplete information (Q896205)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal retention for a stop-loss reinsurance with incomplete information |
scientific article; zbMATH DE number 6520847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal retention for a stop-loss reinsurance with incomplete information |
scientific article; zbMATH DE number 6520847 |
Statements
Optimal retention for a stop-loss reinsurance with incomplete information (English)
0 references
14 December 2015
0 references
stop-loss reinsurance
0 references
expectation premium principle
0 references
optimal retention
0 references
value-at-risk
0 references
distribution-free approximation
0 references
stochastic orders
0 references
0.875531792640686
0 references
0.8739761710166931
0 references
0.8712540864944458
0 references
0.8236222863197327
0 references
