PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777)
From MaRDI portal
scientific article; zbMATH DE number 6880335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS |
scientific article; zbMATH DE number 6880335 |
Statements
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (English)
0 references
4 June 2018
0 references
reinsurance bargaining
0 references
comonotonic additivity
0 references
inverse-S shaped distortion function
0 references
value-at-risk
0 references
0 references
0 references
0 references
