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Optimal Reinsurance Design: A Mean-Variance Approach - MaRDI portal

Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204)

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scientific article; zbMATH DE number 7059853
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Optimal Reinsurance Design: A Mean-Variance Approach
scientific article; zbMATH DE number 7059853

    Statements

    title
    Optimal Reinsurance Design: A Mean-Variance Approach (English)
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    author
    Yichun Chi
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    Ming Zhou
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    publication date
    28 May 2019
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    zbMATH DE Number
    7059853
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    zbMATH Keywords
    optimal reinsurance model
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    mean-variance preference
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    OpenAlex ID
    W2467486775
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    cites work
    Q5609896
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    Stochastic orders
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