Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach

DOI10.2143/AST.41.2.2136986zbMath1239.91078OpenAlexW3123070258MaRDI QIDQ2890523

Ken Seng Tan, Yichun Chi

Publication date: 11 June 2012

Full work available at URL: http://www.casact.org/education/annual/2012/handouts/Paper_1433_handout_726_0.pdf

Mathematics Subject Classification ID

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