Optimal reinsurance policy under a new distortion risk measure

DOI10.1080/03610926.2021.1986538OpenAlexW3205609056MaRDI QIDQ6107604

Dan Zhu, Chuan-Cun Yin

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1986538

zbMATH Keywords

optimal reinsurancedistortion risk measureVaRgluevar

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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