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Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles - MaRDI portal

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
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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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    Identifiers