Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures

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Publication:729856

DOI10.1016/j.cam.2016.10.017zbMath1414.91241OpenAlexW2556921126MaRDI QIDQ729856

Wenyuan Wang, Xing-Chun Peng

Publication date: 22 December 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.10.017



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