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1-Lipschitz
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Lo, Ambrose
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Scandinavian actuarial journal
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints
Lo, Ambrose
- In:
Scandinavian actuarial journal
(
2017
)
7
,
pp. 584-605
Persistent link: https://www.econbiz.de/10011848476
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2
A Neyman-Pearson perspective on optimal reinsurance with constraints
Lo, Ambrose
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 467-499
Persistent link: https://www.econbiz.de/10011729606
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3
Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
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