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Reinsurance premium principles based on weighted loss functions - MaRDI portal

Reinsurance premium principles based on weighted loss functions (Q5242235)

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scientific article; zbMATH DE number 7127026
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English
Reinsurance premium principles based on weighted loss functions
scientific article; zbMATH DE number 7127026

    Statements

    title
    Reinsurance premium principles based on weighted loss functions (English)
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    author
    Jun Cai
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    Ying Wang
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    publication date
    6 November 2019
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    zbMATH Keywords
    reinsurance
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    ceded loss function
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    premium principle
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    expectile principle
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    quantile principle
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    left-continuous inverse function
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    right-continuous inverse function
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    cites work
    Q2890524
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    Q3523756
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    Identifiers

    zbMATH DE Number
    7127026
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    OpenAlex ID
    W2949904815
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    Wikidata QID
    Q127701346
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