Non-optimality of a linear combination of proportional and non-proportional reinsurance (Q1302127)
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scientific article; zbMATH DE number 1335220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-optimality of a linear combination of proportional and non-proportional reinsurance |
scientific article; zbMATH DE number 1335220 |
Statements
Non-optimality of a linear combination of proportional and non-proportional reinsurance (English)
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12 October 2000
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commonotonicity
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perfect hedge
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total splitting risk
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optimal deductible
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inequality of Bowers
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inequality of Kremer
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inequality of Schmitter
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reinsurance
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mean self-financing property
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