Optimal Reinsurance Contracts under Conditional Value-at-Risk

Kristina Rognlien Dahl; Arne Bang Huseby; Marius Helvig Havgar

doi:10.3850/978-981-18-5183-4_r10-03-224-cd

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Optimal Reinsurance Contracts under Conditional Value-at-Risk

Kristina Rognlien Dahl Arne Bang Huseby Marius Helvig Havgar

Year: 2022 Pages: 351-358

DOI: 10.3850/978-981-18-5183-4_r10-03-224-cd

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Keywords:

Reinsurance Value (mathematics) Computer science Actuarial science Value at risk Risk management Econometrics Risk analysis (engineering) Business Economics Finance Machine learning

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Topics

Insurance and Financial Risk Management

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Optimal Reinsurance Contracts under Conditional Value-at-Risk

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