Optimal VaR-based risk management with reinsurance (Q286007)
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scientific article; zbMATH DE number 6582846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal VaR-based risk management with reinsurance |
scientific article; zbMATH DE number 6582846 |
Statements
Optimal VaR-based risk management with reinsurance (English)
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19 May 2016
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risk management
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reinsurance
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optimal strategy
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value-at-risk (VaR)
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monotonic piecewise premium principle
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multiple reinsurers
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counterparty risk
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