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Optimal reinsurance with expectile - MaRDI portal

Optimal reinsurance with expectile (Q4575369)

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scientific article; zbMATH DE number 6903558
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English
Optimal reinsurance with expectile
scientific article; zbMATH DE number 6903558

    Statements

    title
    Optimal reinsurance with expectile (English)
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    author
    Jun Cai
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    Chengguo Weng
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    publication date
    13 July 2018
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    zbMATH Keywords
    reinsurance
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    risk measure
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    expectile
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    coherent
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    elicitable
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    premium principle
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    actuarial reserve
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    risk margin
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    liability
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    Identifiers

    zbMATH DE Number
    6903558
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    OpenAlex ID
    W1976175849
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