OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (Q5410252)
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scientific article; zbMATH DE number 6285640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH |
scientific article; zbMATH DE number 6285640 |
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OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (English)
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16 April 2014
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conditional value at risk
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convex order
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cost of capital
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Mossin's theorem
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stop-loss reinsurance
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two-layer reinsurance
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