Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235)
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scientific article; zbMATH DE number 7059875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle |
scientific article; zbMATH DE number 7059875 |
Statements
Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (English)
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28 May 2019
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optimal reinsurance
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risk-adjusted liability value
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value-at-risk
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conditional value-at-risk
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economic reinsurance premium principle
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