Código QR (código de barras bidimensional)

Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit

Optimal reinsurance problems under the risk measures, such as Value-at-Risk (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>VaR</mi></semantics></math></inline-formula>) and Tail-Value-at-Risk (<inline-formula><math xmlns="http://www.w3.org/1998/Math...

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Principais autores: Qian Xiong, Zuoxiang Peng, Saralees Nadarajah
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2023-07-01
Serier:Risks
Fag:
expected value principle
loss limit constraint
optimal reinsurance
tail-value-at-risk
value-at-risk
Online adgang:https://www.mdpi.com/2227-9091/11/7/125
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