A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints
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Publication:4577196
DOI10.1080/03461238.2016.1193558zbMath1402.91208OpenAlexW2415580236MaRDI QIDQ4577196
Publication date: 17 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2016.1193558
distortionbudget constraintrisk constraintparticipation constraintTVaR1-LipschitzVaRregulatory constraint
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