Optimal reinsurance with general premium principles based on RVaR and WVaR
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Publication:6102895
DOI10.3934/jimo.2023044zbMath1524.91085OpenAlexW4366697637MaRDI QIDQ6102895
Linxiao Wei, Hai-Yan Song, Chengyong Hu
Publication date: 23 June 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2023044
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