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Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10009242047
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Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Sun, Haoze; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 72 (2017), pp. 197-214
Persistent link: https://www.econbiz.de/10011694574
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Optimal reinsurance under VaR and CTE risk measures
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 185
Persistent link: https://www.econbiz.de/10008082349
Cover Image
Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10009164490
Cover Image
Optimal reinsurance under VaR and CTE risk measures
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 185-197
Persistent link: https://www.econbiz.de/10008883780