Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869)
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scientific article; zbMATH DE number 6355091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave |
scientific article; zbMATH DE number 6355091 |
Statements
Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (English)
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14 October 2014
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optimal reinsurance
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value-at-risk
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conditional tail expectation
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increasing concave function
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quota-share reinsurance
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full reinsurance
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