Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
Year of publication: |
2013
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Authors: | Lu, ZhiYi ; Liu, LePing ; Meng, ShengWang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 1, p. 46-51
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