Optimal reinsurance under general law-invariant risk measures
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Publication:4576840
DOI10.1080/03461238.2011.636880zbMath1401.91110MaRDI QIDQ4576840
Ka Chun Cheung, K. C. J. Sung, Sheung Chi Phillip Yam, Siu Pang Yung
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.636880
62P05: Applications of statistics to actuarial sciences and financial mathematics
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