5 avr.Worst-Case Reinsurance Strategy with Likelihood Ratio UncertaintyThe study delves into optimizing reinsurance amidst uncertainty, aiming to minimize insurer's worst-case loss. It establishes a...
29 juin 2023Expectile Quadrangle and Applications"#expectile is a #risk measure that, similar to #var (quantile) and CVaR (superquantile), can be employed in #riskmanagement." LIRE