A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196)
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scientific article; zbMATH DE number 6904581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints |
scientific article; zbMATH DE number 6904581 |
Statements
A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (English)
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17 July 2018
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budget constraint
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regulatory constraint
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participation constraint
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risk constraint
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VaR
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TVaR
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distortion
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1-Lipschitz
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