Reinsurance premium principles based on weighted loss functions
Year of publication: |
2019
|
---|---|
Authors: | Cai, Jun ; Wang, Ying |
Subject: | ceded loss function | expectile principle | left-continuous inverse function | premium principle | quantile principle | Reinsurance | right-continuous inverse function | Rückversicherung | Theorie | Theory | Risikomodell | Risk model |
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