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Case study on the optimality of reinsurance contracts - MaRDI portal

Case study on the optimality of reinsurance contracts (Q2801431)

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scientific article; zbMATH DE number 6564174
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English
Case study on the optimality of reinsurance contracts
scientific article; zbMATH DE number 6564174

    Statements

    7 April 2016
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    optimal reinsurance
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    quota share
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    surplus
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    excess-of-loss
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    stop-loss
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    de Finetti criterion
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    RORAC criterion
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    ordering of risks
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    Case study on the optimality of reinsurance contracts (English)
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    Identifiers