A note on optimal insurance risk control with multiple reinsurers (Q515748)
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scientific article; zbMATH DE number 6695718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal insurance risk control with multiple reinsurers |
scientific article; zbMATH DE number 6695718 |
Statements
A note on optimal insurance risk control with multiple reinsurers (English)
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16 March 2017
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optimal reinsurance treaties
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enlargement of reinsurance space
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variance premium principles
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multiple reinsurers
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Lagrangian function
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