Optimal stop-loss reinsurance with joint utility constraints (Q2031378)
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scientific article; zbMATH DE number 7356910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stop-loss reinsurance with joint utility constraints |
scientific article; zbMATH DE number 7356910 |
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Optimal stop-loss reinsurance with joint utility constraints (English)
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9 June 2021
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VaR
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TVaR
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joint survival probability
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stop-loss reinsurance
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utility improvement
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0.9245463
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0.9221891
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0.9218235
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0.9154179
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0.90189016
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