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An optimal reinsurance simulation model for non-life insurance in the Solvency II framework - MaRDI portal

An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214)

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An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
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    Statements

    title
    An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (English)
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    author
    Alberto Zanotto
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    Gian Paolo Clemente
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    publication date
    27 July 2022
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    zbMATH Keywords
    optimal reinsurance
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    Solvency II
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    collective risk model
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    excess of loss
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    quota share
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    Pareto frontier
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    cites work
    Reinsurance
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    Q3314809
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    Q3511290
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    Q4382161
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    Q3281461
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    Identifiers

    zbMATH DE Number
    7564446
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    OpenAlex ID
    W3168739547
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