Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
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Publication:506091
DOI10.1016/j.insmatheco.2016.11.006zbMath1394.91232OpenAlexW2558010647MaRDI QIDQ506091
Yi Zhang, Chengguo Weng, Haoze Sun
Publication date: 31 January 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.11.006
bootstrapkernel estimationnonparametric model\(\alpha\)-mixing processmean-CVaRmultiple optimal reinsurance
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