How retention levels influence the variability of the total risk under reinsurance
type: Item
instance of: scholarly article
title: How retention levels influence the variability of the total risk under reinsurance
zbMATH Open document ID: 1187.91101
author: Eva Ortega
author: Laureano F. Escudero Bueno
published in: Top
publication date: 2009-09-03T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5601701
zbMATH Keywords: excess-loss reinsurance
zbMATH Keywords: stop-loss reinsurance
zbMATH Keywords: stochastic directional convexity
zbMATH Keywords: directionally convex functions
zbMATH Keywords: increasing convex order
MaRDI profile type: Publication
full work available at URL: s11750-009-0085-4
OpenAlex ID: W1992508134
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DOI: 10.1007/S11750-009-0085-4
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description: scientific article; zbMATH DE number 5601701