Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577)
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scientific article; zbMATH DE number 7531008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition |
scientific article; zbMATH DE number 7531008 |
Statements
Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (English)
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23 May 2022
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optimal reinsurance
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risk measure
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value at risk
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Vajda condition
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