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Optimal reciprocal reinsurance under GlueVaR distortion risk measures
Huang, Yuxia
;
Yin, Chuancun
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 11-24
Persistent link: https://www.econbiz.de/10012116658
Saved in:
2
Marginal
Indemnification
Function
formulation for optimal reinsurance
Zhuang, Sheng Chao
;
Weng, Chengguo
;
Ken Seng Tan
;
Assa, …
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
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