Distributionally robust reinsurance with expectile
Year of publication: |
2023
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Authors: | Xie, Xinqiao ; Liu, Haiyan ; Mao, Tiantian ; Zhu, Xiao Bai |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 53.2023, 1, p. 129-148
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Subject: | distributional robustness | Expectile | stop-loss | three-point distribution | uncertainty | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Rückversicherung | Reinsurance | Risiko | Risk |
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