Addressing ambiguity in randomized reinsurance contracts using belief functions

DOI10.1007/978-3-031-17801-6_27zbMath1525.91153OpenAlexW4313180775MaRDI QIDQ6160938

Barbara Vantaggi, Gabriele Stabile, Davide Petturiti

Publication date: 2 June 2023

Published in: Belief Functions: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-17801-6_27

zbMATH Keywords

belief functionDempster-Shafer approximationreinsurance contract

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions

Cites Work

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• On the selection of an optimal outer approximation of a coherent lower probability

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