How Much Is Optimal Reinsurance Degraded by Error?
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220017619 | ||
| 003 | MAP | ||
| 005 | 20220613144940.0 | ||
| 008 | 220613e20220613esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20220006132$aWang, Yinzhi | |
| 245 | 1 | 0 | $aHow Much Is Optimal Reinsurance Degraded by Error?$cYinzhi Wang, Erik Bølviken |
| 520 | $aEstimation error reduces reinsurance optimality under a fitted model to suboptimality under the true one. A mathematical formulation of this issue of degradation is offered and examined through asymptotics as the sample size n of the historical observations becoming infinite. Assuming economic or distortion pricing of reinsurance it is shown that the rate of degradation is either | ||
| 650 | 4 | $0MAPA20080602529$aMercado de reaseguros | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 773 | 0 | $wMAP20077000239$g13/06/2022 Tomo 26 Número 2 - 2022 , p. 283-297$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- |