Optimal reinsurance under variance related premium principles
From MaRDI portal
Publication:2445344
DOI10.1016/j.insmatheco.2012.05.005zbMath1284.91215OpenAlexW3121977401MaRDI QIDQ2445344
Publication date: 14 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.05.005
layer reinsurancevalue at riskconditional value at riskvariance premium principlestandard deviation premium principle
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