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How Much Is Optimal Reinsurance Degraded by Error? - MaRDI portal

How Much Is Optimal Reinsurance Degraded by Error? (Q5090569)

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scientific article; zbMATH DE number 7560410
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English
How Much Is Optimal Reinsurance Degraded by Error?
scientific article; zbMATH DE number 7560410

    Statements

    title
    How Much Is Optimal Reinsurance Degraded by Error? (English)
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    author
    Yinzhi Wang
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    Bølviken, Erik
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    publication date
    20 July 2022
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    zbMATH Keywords
    reinsurance optimality
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    estimation error
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    degradation degree
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    value at risk
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    conditional value at risk
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    cites work
    Q4004320
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    Identifiers

    zbMATH DE Number
    7560410
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    OpenAlex ID
    W3202586141
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    arXiv ID
    1912.04175
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