Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (Q6668696)
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scientific article; zbMATH DE number 7972596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery |
scientific article; zbMATH DE number 7972596 |
Statements
Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (English)
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22 January 2025
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optimal reinsurance
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default risk
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partial recovery
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expected value premium principle
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Bowley solution
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