Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints
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Publication:2866026
DOI10.2143/AST.42.2.2182809zbMath1277.91076OpenAlexW2136037928MaRDI QIDQ2866026
Sheung Chi Phillip Yam, Ka Chun Cheung, Fangda Liu
Publication date: 12 December 2013
Full work available at URL: https://econpapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:02:p:575-600_00
optimal reinsurancevalue at riskaverage value at riskWang's premium principlesingle and double insurance layers
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