Colchester, Essex CO4 3SQ
University of Essex
Optimal Reinsurance, Risk Margin, General Premium Principle, Solvency II, Technical Provision, Value at Risk, Conditional Value at Risk.
Linear Programming, Optimal Reinsurance/Risk Transfer, Risk Measure, Second-Order Conic Programming
Uncertainty modelling, Linear programming, Robust/Pareto optimal insurance, Risk measure, Robust optimisation
Optimal reinsurance, Risk measure, Robust optimisation, Second order conic programming, Uncertainty modelling
Bargaining power, Minimum charge, Optimal insurance contract design, Pareto optimality, Premium budget, Proportional Hazard Transformation, Tail Value-at-Risk, Value-at-Risk
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