Pareto-optimal reinsurance arrangements under general model settings (Q1681082)
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scientific article; zbMATH DE number 6811594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pareto-optimal reinsurance arrangements under general model settings |
scientific article; zbMATH DE number 6811594 |
Statements
Pareto-optimal reinsurance arrangements under general model settings (English)
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23 November 2017
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Pareto optimality
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optimal reinsurance
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comonotonic-semilinearity
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comonotonic-convexity
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tail-value-at-risk
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