Optimal reinsurance designs based on risk measures: a review
From MaRDI portal
Publication:5880018
DOI10.1080/24754269.2020.1758500OpenAlexW3020943580MaRDI QIDQ5880018
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2020.1758500
value-at-risklayer reinsuranceconditional value-at-riskdistortion risk measuresoptimal reinsurance designs
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