Optimal reinsurance with general premium principles
Year of publication: |
2013
|
---|---|
Authors: | Chi, Yichun ; Tan, Ken Seng |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 52.2013, 2, p. 180-189
|
Publisher: |
Elsevier |
Subject: | Conditional value at risk | Value at risk | Layer reinsurance | Wang’s premium principle | Dutch premium principle |
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