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Distributionally robust reinsurance with expectile - MaRDI portal

Distributionally robust reinsurance with expectile (Q6163458)

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scientific article; zbMATH DE number 7702194
Language Label Description Also known as
English
Distributionally robust reinsurance with expectile
scientific article; zbMATH DE number 7702194

    Statements

    title
    Distributionally robust reinsurance with expectile (English)
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    author
    Q6163457
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    Haiyan Liu
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    Tiantian Mao
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    Xiaobai Zhu
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    publication date
    26 June 2023
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    zbMATH Keywords
    expectile
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    distributional robustness
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    uncertainty
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    three-point distribution
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    stop-loss
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    cites work

    Identifiers

    DOI
    10.1017/asb.2022.28
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    zbMATH DE Number
    7702194
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