Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (Q2866024)
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scientific article; zbMATH DE number 6237814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability |
scientific article; zbMATH DE number 6237814 |
Statements
12 December 2013
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capital at risk
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cost of capital
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conditional value at risk
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value at risk
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optimal reinsurance
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Wang's premium principle
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Dutch premium principle
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layer reinsurance
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Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (English)
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