Marginal indemnification function formulation for optimal reinsurance (Q282271)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Marginal indemnification function formulation for optimal reinsurance |
scientific article; zbMATH DE number 6579581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal indemnification function formulation for optimal reinsurance |
scientific article; zbMATH DE number 6579581 |
Statements
Marginal indemnification function formulation for optimal reinsurance (English)
0 references
12 May 2016
0 references
optimal reinsurance
0 references
marginal indemnification function
0 references
Lagrangian dual method
0 references
distortion risk measure
0 references
inverse-S shaped distortion premium principle
0 references
0 references
