On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057)

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On Pareto-optimal reinsurance with constraints under distortion risk measures
scientific article

    Statements

    title
    On Pareto-optimal reinsurance with constraints under distortion risk measures (English)
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    author
    Wenjun Jiang
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    Hanping Hong
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    Jiandong Ren
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    publication date
    31 October 2018
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    zbMATH Keywords
    Pareto-optimal reinsurance
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    distortion risk measure
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    constraints
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    value-at-risk
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    tail value-at-risk
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    cites work
    Q3277804
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    Q3868650
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    Q2890524
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    Q3995886
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    Q5566063
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    Q4295760
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    Identifiers

    zbMATH DE Number
    6969668
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    OpenAlex ID
    W2619462530
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