Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091): Difference between revisions

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+multiple optimal reinsurance
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+mean-CVaR
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+nonparametric model
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+https://doi.org/10.1016/j.insmatheco.2016.11.006
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+Optimal risk transfer under quantile-based risk measurers
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+Optimal reinsurance with general risk measures
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+REGRESSION QUANTILES FOR TIME SERIES
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+Nonparametric estimation of conditional VaR and expected shortfall
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+Optimal reinsurance with positively dependent risks
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+Publication:506091