Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition
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Publication:5078577
DOI10.1080/03610926.2019.1710197OpenAlexW3002840592MaRDI QIDQ5078577
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1710197
Statistics (62-XX) Stochastic models in economics (91B70) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
Related Items (2)
Optimal insurance design under Vajda condition and exclusion clauses ⋮ OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION
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