Optimal reinsurance with general premium principles
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Publication:2442514
DOI10.1016/j.insmatheco.2012.12.001zbMath1284.91216MaRDI QIDQ2442514
Publication date: 3 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.12.001
layer reinsurance; value at risk; conditional value at risk; Dutch premium principle; Wang's premium principle
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