Optimal reinsurance subject to Vajda condition (Q2446000)

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Optimal reinsurance subject to Vajda condition
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    title
    Optimal reinsurance subject to Vajda condition (English)
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    author
    Yichun Chi
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    Chengguo Weng
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    publication date
    15 April 2014
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    zbMATH DE Number
    6285076
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    zbMATH Keywords
    cost of capital
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    conditional value at risk
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    value at risk
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    optimal reinsurance
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    Vajda condition
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    OpenAlex ID
    W3125807088
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