Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102)
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scientific article; zbMATH DE number 5563939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal allocation of policy limits and deductibles under distortion risk measures |
scientific article; zbMATH DE number 5563939 |
Statements
Optimal allocation of policy limits and deductibles under distortion risk measures (English)
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10 June 2009
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comonotonicity
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distortion function
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loss frequency
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loss severity
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optimization criteria
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stochastic orders
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