Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971)
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scientific article; zbMATH DE number 7529912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles |
scientific article; zbMATH DE number 7529912 |
Statements
Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (English)
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20 May 2022
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optimal reinsurance
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value-at-risk
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Pareto optimality
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Dutch premium principle
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Wang's premium principle
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0.9619155
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0.9538696
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0.94265485
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0.93857485
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0.9385404
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0.93510234
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0.93213475
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0.92888486
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0.9287155
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