Optimal risk allocation for convex risk functionals in general risk domains (Q490351)
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scientific article; zbMATH DE number 6389295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk allocation for convex risk functionals in general risk domains |
scientific article; zbMATH DE number 6389295 |
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Optimal risk allocation for convex risk functionals in general risk domains (English)
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22 January 2015
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optimal risk allocation
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optimal reinsurance problem
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Orlicz space
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Orlicz heart
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expected utility
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risk functional
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