Optimal proportional reinsurance from the point of view of cedent and reinsurer (Q4575471)
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scientific article; zbMATH DE number 6903665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance from the point of view of cedent and reinsurer |
scientific article; zbMATH DE number 6903665 |
Statements
Optimal proportional reinsurance from the point of view of cedent and reinsurer (English)
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13 July 2018
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reinsurance
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expected utility
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indifference pricing
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Pareto optimality
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compound Poisson distribution
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