Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie
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Publication:5422739
DOI10.1007/BF02808341zbMath1320.91081OpenAlexW177244208MaRDI QIDQ5422739
Publication date: 30 October 2007
Published in: Blätter der DGVFM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02808341
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Stochastic programming (90C15)
Related Items (4)
An elementary upper bound on the loading of a largest claims reinsurance cover ⋮ Largest claims reinsurance premiums under discrete claims sizes ⋮ Limit-determination for the excess-of-loss treaty in case of simple retrocession ⋮ Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession
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