Optimal reinsurance in relation to ordering of risks (Q1824976)

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scientific article; zbMATH DE number 4119455
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English
Optimal reinsurance in relation to ordering of risks
scientific article; zbMATH DE number 4119455

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    Optimal reinsurance in relation to ordering of risks (English)
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    1989
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    stop-loss ordering of risks
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    reinsurance contracts
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    degrees of coverage
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    expected utility
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    concave utility function
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    reinsurance premium
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    optimal contract
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    partial preference ordering of risks
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    compound models for portfolios of risks
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