Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium |
scientific article; zbMATH DE number 5911417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium |
scientific article; zbMATH DE number 5911417 |
Statements
Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (English)
0 references
22 June 2011
0 references
conditioned tailed expectation (CTE)
0 references
quota-share after stop-loss
0 references
reinsurance
0 references
stop-loss after quota-share
0 references
value at risk (VaR)
0 references
