Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506)
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scientific article; zbMATH DE number 6981072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) |
scientific article; zbMATH DE number 6981072 |
Statements
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (English)
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19 November 2018
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distortion risk measures
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capital allocation
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Euler allocation
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Aumann-Shapley
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reinsurance
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aggregation
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0.8482996
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0.8429469
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0.8352658
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0.8322419
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0.8310322
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0.8305998
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0.8288557
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0.8252484
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