Optimal risk transfers in insurance groups (Q362045)
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scientific article; zbMATH DE number 6199554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk transfers in insurance groups |
scientific article; zbMATH DE number 6199554 |
Statements
Optimal risk transfers in insurance groups (English)
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20 August 2013
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cost of capital
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expected shortfall
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insurance groups
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optimal reinsurance
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value-at-risk
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0.89507735
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0.8906796
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0.8822348
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0.8749398
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0.86934435
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0.8675636
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0.8633826
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0.8618657
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