Stability of the optimal reinsurance with respect to the risk measure
Year of publication: |
2010-01
|
---|---|
Authors: | Balbás, Alejandro ; Balbás, Beatriz ; Heras, Antonio |
Institutions: | Departamento de Economía de la Empresa, Universidad Carlos III de Madrid |
Subject: | Optimal reinsurance | Risk measure | Sensitivity | Stable optimal retention | Stop-loss reinsurance |
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