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Optimal Reinsurance Revisited – A Geometric Approach - MaRDI portal

Optimal Reinsurance Revisited – A Geometric Approach (Q3569712)

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Optimal Reinsurance Revisited – A Geometric Approach
scientific article

    Statements

    title
    Optimal Reinsurance Revisited – A Geometric Approach (English)
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    author
    Ka Chun Cheung
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    publication date
    21 June 2010
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    zbMATH Keywords
    value-at-risk
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    conditional tail expectation
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    reinsurance
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    expectation premium principle: comonotinicity
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    Wang's premium principle
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    increasing convex function
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    Identifiers

    zbMATH DE Number
    5723976
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    OpenAlex ID
    W2252980504
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