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Q3131138 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Wenyuan Wang
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    Li-Qun Xiao
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    publication date
    29 January 2018
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    zbMATH Keywords
    optimal reinsurance
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    GlueVaR
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    distortion risk measure
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    ceded loss function
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    91G70
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    zbMATH DE Number
    6830767
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