Optimal reinsurance under risk and uncertainty on Orlicz hearts
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Publication:1667416
DOI10.1016/J.INSMATHECO.2017.10.006zbMath1416.91196OpenAlexW2765459804MaRDI QIDQ1667416
Dezhou Kong, Yong-Hong Wu, Li Shan Liu
Publication date: 28 August 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.10.006
Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48)
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Cites Work
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