Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
| Year of publication: |
2013
|
|---|---|
| Authors: | Lu, ZhiYi ; Liu, LePing ; Meng, ShengWang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 1, p. 46-51
|