Optimal retention for a stop-loss reinsurance with incomplete information (Q896205)
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scientific article; zbMATH DE number 6520847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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14 December 2015
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stop-loss reinsurance
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expectation premium principle
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optimal retention
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value-at-risk
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distribution-free approximation
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stochastic orders
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0.875531792640686
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0.8739761710166931
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0.8712540864944458
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0.8236222863197327
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